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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.10% | 10.09 CHF | 10.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,993,410 CHF | 1,995,410 CHF | 100.00% | 100.00% |
20/11/2024 | 0.10% | 9.86 CHF | 9.87 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,005,970 CHF | 2,007,970 CHF | 100.00% | 100.00% |
19/11/2024 | 0.10% | 9.93 CHF | 9.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,976,290 CHF | 1,978,290 CHF | 100.00% | 100.00% |
18/11/2024 | 0.10% | 10.17 CHF | 10.18 CHF | 200,000 | 200,000 | 199,930 | 199,930 | 2,022,660 CHF | 2,024,660 CHF | 99.08% | 99.08% |
15/11/2024 | 0.10% | 10.18 CHF | 10.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,058,840 CHF | 2,060,840 CHF | 100.00% | 100.00% |
14/11/2024 | 0.10% | 10.40 CHF | 10.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,053,910 CHF | 2,055,910 CHF | 99.08% | 99.08% |
13/11/2024 | 0.10% | 9.88 CHF | 9.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,986,730 CHF | 1,988,730 CHF | 100.00% | 100.00% |
12/11/2024 | 0.10% | 9.96 CHF | 9.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,046,910 CHF | 2,048,910 CHF | 100.00% | 100.00% |
11/11/2024 | 0.09% | 10.50 CHF | 10.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,105,100 CHF | 2,107,100 CHF | 100.00% | 100.00% |
08/11/2024 | 0.10% | 10.26 CHF | 10.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,068,310 CHF | 2,070,310 CHF | 100.00% | 100.00% |