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% | 9.41 CHF | 9.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,916,500 CHF | 1,918,500 CHF | 100.00% | 100.00% |
19/11/2024 | 0.11% | 9.48 CHF | 9.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,886,880 CHF | 1,888,880 CHF | 99.87% | 99.87% |
18/11/2024 | 0.10% | 9.72 CHF | 9.73 CHF | 200,000 | 200,000 | 199,930 | 199,930 | 1,932,990 CHF | 1,934,990 CHF | 99.09% | 99.09% |
15/11/2024 | 0.10% | 9.74 CHF | 9.75 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,968,990 CHF | 1,970,990 CHF | 100.00% | 100.00% |
14/11/2024 | 0.10% | 9.95 CHF | 9.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,964,270 CHF | 1,966,270 CHF | 99.08% | 99.08% |
13/11/2024 | 0.11% | 9.44 CHF | 9.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,897,040 CHF | 1,899,040 CHF | 99.99% | 99.99% |
12/11/2024 | 0.10% | 9.51 CHF | 9.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,957,360 CHF | 1,959,360 CHF | 99.98% | 99.98% |
11/11/2024 | 0.10% | 10.05 CHF | 10.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,015,350 CHF | 2,017,350 CHF | 100.00% | 100.00% |
08/11/2024 | 0.10% | 9.81 CHF | 9.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,978,440 CHF | 1,980,440 CHF | 100.00% | 100.00% |
07/11/2024 | 0.10% | 10.12 CHF | 10.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,009,460 CHF | 2,011,460 CHF | 99.67% | 99.67% |