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 | 0.10% | 9.99 CHF | 10.00 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,032,890 CHF | 2,034,890 CHF | 100.00% | 100.00% |
19/11/2024 | 0.10% | 10.07 CHF | 10.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,003,200 CHF | 2,005,200 CHF | 99.87% | 99.87% |
18/11/2024 | 0.10% | 10.30 CHF | 10.31 CHF | 200,000 | 200,000 | 199,950 | 199,950 | 2,049,800 CHF | 2,051,800 CHF | 99.07% | 99.07% |
15/11/2024 | 0.10% | 10.32 CHF | 10.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,085,790 CHF | 2,087,790 CHF | 100.00% | 100.00% |
14/11/2024 | 0.10% | 10.53 CHF | 10.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,080,890 CHF | 2,082,890 CHF | 99.08% | 99.08% |
13/11/2024 | 0.10% | 10.02 CHF | 10.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,013,690 CHF | 2,015,690 CHF | 99.91% | 99.91% |
12/11/2024 | 0.10% | 10.10 CHF | 10.11 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,073,870 CHF | 2,075,870 CHF | 100.00% | 100.00% |
11/11/2024 | 0.09% | 10.64 CHF | 10.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,132,010 CHF | 2,134,010 CHF | 100.00% | 100.00% |
08/11/2024 | 0.10% | 10.39 CHF | 10.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,095,240 CHF | 2,097,240 CHF | 100.00% | 100.00% |
07/11/2024 | 0.09% | 10.70 CHF | 10.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,126,690 CHF | 2,128,690 CHF | 99.68% | 99.68% |