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% | 10.14 CHF | 10.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,061,990 CHF | 2,063,990 CHF | 100.00% | 100.00% |
19/11/2024 | 0.10% | 10.21 CHF | 10.22 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,032,270 CHF | 2,034,270 CHF | 99.78% | 99.78% |
18/11/2024 | 0.10% | 10.45 CHF | 10.46 CHF | 200,000 | 200,000 | 199,950 | 199,950 | 2,078,940 CHF | 2,080,940 CHF | 99.08% | 99.08% |
15/11/2024 | 0.09% | 10.46 CHF | 10.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,115,040 CHF | 2,117,040 CHF | 100.00% | 100.00% |
14/11/2024 | 0.09% | 10.68 CHF | 10.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,110,000 CHF | 2,112,000 CHF | 99.08% | 99.08% |
13/11/2024 | 0.10% | 10.16 CHF | 10.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,042,820 CHF | 2,044,820 CHF | 99.95% | 99.95% |
12/11/2024 | 0.10% | 10.24 CHF | 10.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,102,980 CHF | 2,104,980 CHF | 99.98% | 99.98% |
11/11/2024 | 0.09% | 10.78 CHF | 10.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,161,220 CHF | 2,163,220 CHF | 100.00% | 100.00% |
08/11/2024 | 0.09% | 10.54 CHF | 10.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,124,470 CHF | 2,126,470 CHF | 100.00% | 100.00% |
07/11/2024 | 0.09% | 10.85 CHF | 10.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,156,010 CHF | 2,158,010 CHF | 99.67% | 99.67% |