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% | 9.50 CHF | 9.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 238,419 CHF | 239,848 CHF | 100.00% | 100.00% |
19/11/2024 | 0.60% | 9.50 CHF | 9.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 237,231 CHF | 238,657 CHF | 100.00% | 100.00% |
18/11/2024 | 0.60% | 9.55 CHF | 9.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 238,280 CHF | 239,705 CHF | 100.00% | 100.00% |
15/11/2024 | 0.60% | 9.54 CHF | 9.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 239,189 CHF | 240,633 CHF | 100.00% | 100.00% |
14/11/2024 | 0.60% | 9.62 CHF | 9.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 239,938 CHF | 241,388 CHF | 100.00% | 100.00% |
13/11/2024 | 0.60% | 9.55 CHF | 9.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 238,954 CHF | 240,395 CHF | 100.00% | 100.00% |
12/11/2024 | 0.60% | 9.57 CHF | 9.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 240,406 CHF | 241,856 CHF | 100.00% | 100.00% |
11/11/2024 | 0.60% | 9.69 CHF | 9.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 242,443 CHF | 243,893 CHF | 100.00% | 100.00% |
08/11/2024 | 0.60% | 9.62 CHF | 9.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 240,817 CHF | 242,267 CHF | 100.00% | 100.00% |
07/11/2024 | 0.60% | 9.75 CHF | 9.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 243,775 CHF | 245,250 CHF | 100.00% | 100.00% |