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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.60% | 10.31 CHF | 10.38 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 232,927 CHF | 234,322 CHF | 100.00% | 100.00% |
19/11/2024 | 0.60% | 10.28 CHF | 10.34 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 230,660 CHF | 232,054 CHF | 100.00% | 100.00% |
18/11/2024 | 0.60% | 10.26 CHF | 10.32 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 230,139 CHF | 231,528 CHF | 100.00% | 100.00% |
15/11/2024 | 0.60% | 10.30 CHF | 10.36 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 232,596 CHF | 233,991 CHF | 100.00% | 100.00% |
14/11/2024 | 0.60% | 10.43 CHF | 10.49 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 234,333 CHF | 235,749 CHF | 100.00% | 100.00% |
13/11/2024 | 0.60% | 10.40 CHF | 10.46 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 234,304 CHF | 235,720 CHF | 100.00% | 100.00% |
12/11/2024 | 0.60% | 10.50 CHF | 10.56 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 237,080 CHF | 238,499 CHF | 100.00% | 100.00% |
11/11/2024 | 0.60% | 10.56 CHF | 10.62 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 237,322 CHF | 238,748 CHF | 100.00% | 100.00% |
08/11/2024 | 0.60% | 10.44 CHF | 10.50 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 234,200 CHF | 235,614 CHF | 100.00% | 100.00% |
07/11/2024 | 0.60% | 10.37 CHF | 10.43 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 233,157 CHF | 234,554 CHF | 100.00% | 100.00% |