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% | 9.85 CHF | 9.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,003,810 CHF | 2,005,810 CHF | 100.00% | 100.00% |
19/11/2024 | 0.10% | 9.92 CHF | 9.93 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,974,130 CHF | 1,976,130 CHF | 99.76% | 99.76% |
18/11/2024 | 0.10% | 10.16 CHF | 10.17 CHF | 200,000 | 200,000 | 199,950 | 199,950 | 2,020,640 CHF | 2,022,640 CHF | 99.08% | 99.08% |
15/11/2024 | 0.10% | 10.17 CHF | 10.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,056,590 CHF | 2,058,590 CHF | 100.00% | 100.00% |
14/11/2024 | 0.10% | 10.38 CHF | 10.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,051,710 CHF | 2,053,710 CHF | 99.08% | 99.08% |
13/11/2024 | 0.10% | 9.87 CHF | 9.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,984,530 CHF | 1,986,530 CHF | 99.95% | 99.95% |
12/11/2024 | 0.10% | 9.95 CHF | 9.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,044,720 CHF | 2,046,720 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 10.49 CHF | 10.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,102,860 CHF | 2,104,860 CHF | 100.00% | 100.00% |
08/11/2024 | 0.10% | 10.25 CHF | 10.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,066,060 CHF | 2,068,060 CHF | 100.00% | 100.00% |
07/11/2024 | 0.10% | 10.55 CHF | 10.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,097,410 CHF | 2,099,410 CHF | 99.67% | 99.67% |