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% | 10.67 CHF | 10.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,108,010 CHF | 2,110,010 CHF | 100.00% | 100.00% |
20/11/2024 | 0.09% | 10.43 CHF | 10.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,121,280 CHF | 2,123,280 CHF | 100.00% | 100.00% |
19/11/2024 | 0.10% | 10.51 CHF | 10.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,091,390 CHF | 2,093,390 CHF | 100.00% | 100.00% |
18/11/2024 | 0.09% | 10.75 CHF | 10.76 CHF | 200,000 | 200,000 | 199,950 | 199,950 | 2,138,240 CHF | 2,140,240 CHF | 99.07% | 99.07% |
15/11/2024 | 0.09% | 10.76 CHF | 10.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,174,490 CHF | 2,176,490 CHF | 100.00% | 100.00% |
14/11/2024 | 0.09% | 10.97 CHF | 10.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,169,440 CHF | 2,171,440 CHF | 99.08% | 99.08% |
13/11/2024 | 0.10% | 10.46 CHF | 10.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,102,240 CHF | 2,104,240 CHF | 100.00% | 100.00% |
12/11/2024 | 0.09% | 10.54 CHF | 10.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,162,290 CHF | 2,164,290 CHF | 100.00% | 100.00% |
11/11/2024 | 0.09% | 11.08 CHF | 11.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,220,600 CHF | 2,222,600 CHF | 100.00% | 100.00% |
08/11/2024 | 0.09% | 10.84 CHF | 10.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,183,930 CHF | 2,185,930 CHF | 100.00% | 100.00% |