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 | 0.11% | 9.52 CHF | 9.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,878,820 CHF | 1,880,820 CHF | 99.98% | 99.98% |
20/11/2024 | 0.11% | 9.29 CHF | 9.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,890,730 CHF | 1,892,730 CHF | 100.00% | 100.00% |
19/11/2024 | 0.11% | 9.36 CHF | 9.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,861,160 CHF | 1,863,160 CHF | 100.00% | 100.00% |
18/11/2024 | 0.10% | 9.59 CHF | 9.60 CHF | 200,000 | 200,000 | 199,950 | 199,950 | 1,907,400 CHF | 1,909,400 CHF | 99.08% | 99.08% |
15/11/2024 | 0.10% | 9.61 CHF | 9.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,943,230 CHF | 1,945,230 CHF | 100.00% | 100.00% |
14/11/2024 | 0.10% | 9.82 CHF | 9.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,938,500 CHF | 1,940,500 CHF | 99.08% | 99.08% |
13/11/2024 | 0.11% | 9.31 CHF | 9.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,871,230 CHF | 1,873,230 CHF | 100.00% | 100.00% |
12/11/2024 | 0.10% | 9.38 CHF | 9.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,931,550 CHF | 1,933,550 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 9.92 CHF | 9.93 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,989,530 CHF | 1,991,530 CHF | 100.00% | 100.00% |
08/11/2024 | 0.10% | 9.68 CHF | 9.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,952,640 CHF | 1,954,640 CHF | 100.00% | 100.00% |