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% | 10.50 CHF | 10.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,073,620 CHF | 2,075,620 CHF | 100.00% | 100.00% |
20/11/2024 | 0.10% | 10.26 CHF | 10.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,086,680 CHF | 2,088,680 CHF | 100.00% | 100.00% |
19/11/2024 | 0.10% | 10.34 CHF | 10.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,056,860 CHF | 2,058,860 CHF | 100.00% | 100.00% |
18/11/2024 | 0.10% | 10.57 CHF | 10.58 CHF | 200,000 | 200,000 | 199,930 | 199,930 | 2,103,460 CHF | 2,105,460 CHF | 99.07% | 99.07% |
15/11/2024 | 0.09% | 10.59 CHF | 10.60 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,139,780 CHF | 2,141,780 CHF | 100.00% | 100.00% |
14/11/2024 | 0.09% | 10.80 CHF | 10.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,134,790 CHF | 2,136,790 CHF | 99.08% | 99.08% |
13/11/2024 | 0.10% | 10.29 CHF | 10.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,067,570 CHF | 2,069,570 CHF | 100.00% | 100.00% |
12/11/2024 | 0.09% | 10.36 CHF | 10.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,127,700 CHF | 2,129,700 CHF | 100.00% | 100.00% |
11/11/2024 | 0.09% | 10.90 CHF | 10.91 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,185,920 CHF | 2,187,920 CHF | 100.00% | 100.00% |
08/11/2024 | 0.09% | 10.66 CHF | 10.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,149,250 CHF | 2,151,250 CHF | 100.00% | 100.00% |