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 | 0.80% | 10.30 CHF | 10.39 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 206,763 CHF | 208,423 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 10.29 CHF | 10.37 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 205,895 CHF | 207,550 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 10.39 CHF | 10.47 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 208,058 CHF | 209,732 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 10.42 CHF | 10.51 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 209,359 CHF | 211,039 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 10.62 CHF | 10.71 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 212,489 CHF | 214,194 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 10.61 CHF | 10.69 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 211,996 CHF | 213,696 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 10.67 CHF | 10.76 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 214,461 CHF | 216,181 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 10.76 CHF | 10.85 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 213,874 CHF | 215,594 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 10.59 CHF | 10.67 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 211,366 CHF | 213,066 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 10.51 CHF | 10.59 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 211,191 CHF | 212,888 CHF | 100.00% | 100.00% |