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% | 9.30 CHF | 9.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 233,237 CHF | 234,637 CHF | 100.00% | 100.00% |
19/11/2024 | 0.60% | 9.30 CHF | 9.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 232,345 CHF | 233,745 CHF | 100.00% | 100.00% |
18/11/2024 | 0.60% | 9.34 CHF | 9.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 233,120 CHF | 234,520 CHF | 100.00% | 100.00% |
15/11/2024 | 0.60% | 9.33 CHF | 9.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 233,895 CHF | 235,295 CHF | 100.00% | 100.00% |
14/11/2024 | 0.60% | 9.39 CHF | 9.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 234,398 CHF | 235,805 CHF | 100.00% | 100.00% |
13/11/2024 | 0.60% | 9.34 CHF | 9.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 233,650 CHF | 235,050 CHF | 100.00% | 100.00% |
12/11/2024 | 0.60% | 9.36 CHF | 9.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 234,753 CHF | 236,169 CHF | 100.00% | 100.00% |
11/11/2024 | 0.60% | 9.45 CHF | 9.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 236,223 CHF | 237,648 CHF | 100.00% | 100.00% |
08/11/2024 | 0.60% | 9.39 CHF | 9.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 234,899 CHF | 236,316 CHF | 100.00% | 100.00% |
07/11/2024 | 0.60% | 9.48 CHF | 9.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 236,888 CHF | 238,313 CHF | 100.00% | 100.00% |