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 | 0.10% | 10.39 CHF | 10.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,031,530 CHF | 1,032,530 CHF | 100.00% | 100.00% |
19/11/2024 | 0.11% | 10.40 CHF | 10.41 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 1,042,930 CHF | 1,043,950 CHF | 100.00% | 100.00% |
18/11/2024 | 0.10% | 10.54 CHF | 10.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,022,820 CHF | 1,023,820 CHF | 100.00% | 100.00% |
15/11/2024 | 0.12% | 9.96 CHF | 9.97 CHF | 100,000 | 100,000 | 98,303 | 98,303 | 981,919 CHF | 982,942 CHF | 100.00% | 100.00% |
14/11/2024 | 0.11% | 9.85 CHF | 9.86 CHF | 100,000 | 100,000 | 99,349 | 99,349 | 946,457 CHF | 947,467 CHF | 99.29% | 99.29% |
13/11/2024 | 0.10% | 10.10 CHF | 10.11 CHF | 100,000 | 100,000 | 99,430 | 99,430 | 1,016,000 CHF | 1,017,010 CHF | 98.55% | 98.55% |
12/11/2024 | 0.10% | 9.93 CHF | 9.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 984,872 CHF | 985,872 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 9.83 CHF | 9.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,035,900 CHF | 1,036,900 CHF | 99.99% | 99.99% |
08/11/2024 | 0.09% | 10.58 CHF | 10.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,068,410 CHF | 1,069,410 CHF | 100.00% | 100.00% |
07/11/2024 | 0.10% | 10.91 CHF | 10.92 CHF | 100,000 | 100,000 | 99,694 | 99,694 | 1,053,880 CHF | 1,054,880 CHF | 99.92% | 99.92% |