Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.09% | 10.58 CHF | 10.59 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,149,350 CHF | 2,151,350 CHF | 99.99% | 99.99% |
19/11/2024 | 0.09% | 10.65 CHF | 10.66 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,119,430 CHF | 2,121,430 CHF | 99.88% | 99.88% |
18/11/2024 | 0.09% | 10.89 CHF | 10.90 CHF | 200,000 | 200,000 | 199,930 | 199,930 | 2,166,130 CHF | 2,168,130 CHF | 99.08% | 99.08% |
15/11/2024 | 0.09% | 10.90 CHF | 10.91 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,202,590 CHF | 2,204,590 CHF | 100.00% | 100.00% |
14/11/2024 | 0.09% | 11.11 CHF | 11.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,197,510 CHF | 2,199,510 CHF | 99.08% | 99.08% |
13/11/2024 | 0.09% | 10.60 CHF | 10.61 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,130,350 CHF | 2,132,350 CHF | 99.95% | 99.95% |
12/11/2024 | 0.09% | 10.68 CHF | 10.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,190,380 CHF | 2,192,380 CHF | 100.00% | 100.00% |
11/11/2024 | 0.09% | 11.22 CHF | 11.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,248,700 CHF | 2,250,700 CHF | 100.00% | 100.00% |
08/11/2024 | 0.09% | 10.98 CHF | 10.99 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,212,070 CHF | 2,214,070 CHF | 100.00% | 100.00% |
07/11/2024 | 0.09% | 11.29 CHF | 11.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,243,930 CHF | 2,245,930 CHF | 99.68% | 99.68% |