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 | 0.09% | 11.10 CHF | 11.11 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,193,930 CHF | 2,195,930 CHF | 100.00% | 100.00% |
20/11/2024 | 0.09% | 10.87 CHF | 10.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,207,680 CHF | 2,209,680 CHF | 100.00% | 100.00% |
19/11/2024 | 0.09% | 10.94 CHF | 10.95 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,177,740 CHF | 2,179,740 CHF | 100.00% | 100.00% |
18/11/2024 | 0.09% | 11.18 CHF | 11.19 CHF | 200,000 | 200,000 | 199,950 | 199,950 | 2,224,870 CHF | 2,226,870 CHF | 99.07% | 99.07% |
15/11/2024 | 0.09% | 11.19 CHF | 11.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,261,240 CHF | 2,263,240 CHF | 100.00% | 100.00% |
14/11/2024 | 0.09% | 11.41 CHF | 11.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,255,950 CHF | 2,257,950 CHF | 99.08% | 99.08% |
13/11/2024 | 0.09% | 10.89 CHF | 10.90 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,188,820 CHF | 2,190,820 CHF | 100.00% | 100.00% |
12/11/2024 | 0.09% | 10.97 CHF | 10.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,248,810 CHF | 2,250,810 CHF | 100.00% | 100.00% |
11/11/2024 | 0.09% | 11.51 CHF | 11.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,307,250 CHF | 2,309,250 CHF | 100.00% | 100.00% |
08/11/2024 | 0.09% | 11.27 CHF | 11.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,270,700 CHF | 2,272,700 CHF | 100.00% | 100.00% |