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 | 0.11% | 9.27 CHF | 9.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,887,460 CHF | 1,889,460 CHF | 100.00% | 100.00% |
19/11/2024 | 0.11% | 9.34 CHF | 9.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,857,820 CHF | 1,859,820 CHF | 99.76% | 99.76% |
18/11/2024 | 0.11% | 9.57 CHF | 9.58 CHF | 200,000 | 200,000 | 199,950 | 199,950 | 1,904,000 CHF | 1,906,000 CHF | 99.08% | 99.08% |
15/11/2024 | 0.10% | 9.59 CHF | 9.60 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,939,750 CHF | 1,941,750 CHF | 100.00% | 100.00% |
14/11/2024 | 0.10% | 9.80 CHF | 9.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,935,150 CHF | 1,937,150 CHF | 99.08% | 99.08% |
13/11/2024 | 0.11% | 9.29 CHF | 9.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,867,880 CHF | 1,869,880 CHF | 99.91% | 99.91% |
12/11/2024 | 0.10% | 9.37 CHF | 9.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,928,150 CHF | 1,930,150 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 9.91 CHF | 9.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,986,170 CHF | 1,988,170 CHF | 100.00% | 100.00% |
08/11/2024 | 0.10% | 9.66 CHF | 9.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,949,200 CHF | 1,951,200 CHF | 100.00% | 100.00% |
07/11/2024 | 0.10% | 9.97 CHF | 9.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,980,150 CHF | 1,982,150 CHF | 99.68% | 99.68% |