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 | 0.11% | 9.58 CHF | 9.59 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,836,530 CHF | 2,839,530 CHF | 100.00% | 100.00% |
20/11/2024 | 0.11% | 9.35 CHF | 9.36 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,855,600 CHF | 2,858,600 CHF | 97.92% | 97.92% |
19/11/2024 | 0.11% | 9.42 CHF | 9.43 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,809,950 CHF | 2,812,950 CHF | 99.98% | 99.98% |
18/11/2024 | 0.10% | 9.65 CHF | 9.66 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,880,070 CHF | 2,883,070 CHF | 99.94% | 99.94% |
15/11/2024 | 0.10% | 9.67 CHF | 9.68 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,934,540 CHF | 2,937,540 CHF | 97.87% | 97.87% |
14/11/2024 | 0.10% | 9.88 CHF | 9.89 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,927,730 CHF | 2,930,730 CHF | 100.00% | 100.00% |
13/11/2024 | 0.11% | 9.37 CHF | 9.38 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,825,030 CHF | 2,828,030 CHF | 100.00% | 100.00% |
12/11/2024 | 0.10% | 9.44 CHF | 9.45 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,915,640 CHF | 2,918,640 CHF | 99.98% | 99.98% |
11/11/2024 | 0.10% | 9.99 CHF | 10.00 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,003,760 CHF | 3,006,760 CHF | 100.00% | 100.00% |
08/11/2024 | 0.10% | 9.74 CHF | 9.75 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,946,650 CHF | 2,949,650 CHF | 98.38% | 98.38% |