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% | 9.92 CHF | 9.93 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,959,020 CHF | 1,961,020 CHF | 100.00% | 100.00% |
20/11/2024 | 0.10% | 9.69 CHF | 9.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,971,490 CHF | 1,973,490 CHF | 100.00% | 100.00% |
19/11/2024 | 0.10% | 9.76 CHF | 9.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,941,730 CHF | 1,943,730 CHF | 100.00% | 100.00% |
18/11/2024 | 0.10% | 9.99 CHF | 10.00 CHF | 200,000 | 200,000 | 199,950 | 199,950 | 1,988,180 CHF | 1,990,180 CHF | 99.08% | 99.08% |
15/11/2024 | 0.10% | 10.01 CHF | 10.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,024,160 CHF | 2,026,160 CHF | 100.00% | 100.00% |
14/11/2024 | 0.10% | 10.22 CHF | 10.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,019,340 CHF | 2,021,340 CHF | 99.08% | 99.08% |
13/11/2024 | 0.10% | 9.71 CHF | 9.72 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,952,120 CHF | 1,954,120 CHF | 100.00% | 100.00% |
12/11/2024 | 0.10% | 9.79 CHF | 9.80 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,012,280 CHF | 2,014,280 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 10.33 CHF | 10.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,070,430 CHF | 2,072,430 CHF | 100.00% | 100.00% |
08/11/2024 | 0.10% | 10.09 CHF | 10.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,033,590 CHF | 2,035,590 CHF | 100.00% | 100.00% |