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% | 9.56 CHF | 9.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,945,630 CHF | 1,947,630 CHF | 100.00% | 100.00% |
19/11/2024 | 0.10% | 9.63 CHF | 9.64 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,915,950 CHF | 1,917,950 CHF | 99.76% | 99.76% |
18/11/2024 | 0.10% | 9.87 CHF | 9.88 CHF | 200,000 | 200,000 | 199,950 | 199,950 | 1,962,290 CHF | 1,964,290 CHF | 99.08% | 99.08% |
15/11/2024 | 0.10% | 9.88 CHF | 9.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,998,200 CHF | 2,000,200 CHF | 100.00% | 100.00% |
14/11/2024 | 0.10% | 10.09 CHF | 10.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,993,420 CHF | 1,995,420 CHF | 99.08% | 99.08% |
13/11/2024 | 0.10% | 9.58 CHF | 9.59 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,926,210 CHF | 1,928,210 CHF | 99.95% | 99.95% |
12/11/2024 | 0.10% | 9.66 CHF | 9.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,986,440 CHF | 1,988,440 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 10.20 CHF | 10.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,044,520 CHF | 2,046,520 CHF | 100.00% | 100.00% |
08/11/2024 | 0.10% | 9.96 CHF | 9.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,007,630 CHF | 2,009,630 CHF | 100.00% | 100.00% |
07/11/2024 | 0.10% | 10.26 CHF | 10.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,038,750 CHF | 2,040,750 CHF | 99.68% | 99.68% |