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% | 9.98 CHF | 9.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 989,763 CHF | 990,763 CHF | 100.00% | 100.00% |
19/11/2024 | 0.12% | 9.99 CHF | 10.00 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 1,001,860 CHF | 1,002,880 CHF | 100.00% | 100.00% |
18/11/2024 | 0.10% | 10.12 CHF | 10.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 980,987 CHF | 981,987 CHF | 100.00% | 100.00% |
15/11/2024 | 0.13% | 9.54 CHF | 9.55 CHF | 100,000 | 100,000 | 98,303 | 98,303 | 940,762 CHF | 941,785 CHF | 100.00% | 100.00% |
14/11/2024 | 0.12% | 9.43 CHF | 9.44 CHF | 100,000 | 100,000 | 99,349 | 99,349 | 904,832 CHF | 905,842 CHF | 99.29% | 99.29% |
13/11/2024 | 0.11% | 9.68 CHF | 9.69 CHF | 100,000 | 100,000 | 99,418 | 99,418 | 974,592 CHF | 975,600 CHF | 96.48% | 96.48% |
12/11/2024 | 0.11% | 9.52 CHF | 9.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 943,332 CHF | 944,332 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 9.42 CHF | 9.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 994,480 CHF | 995,480 CHF | 99.99% | 99.99% |
08/11/2024 | 0.10% | 10.17 CHF | 10.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,027,360 CHF | 1,028,360 CHF | 100.00% | 100.00% |
07/11/2024 | 0.10% | 10.50 CHF | 10.51 CHF | 100,000 | 100,000 | 99,694 | 99,694 | 1,012,830 CHF | 1,013,830 CHF | 99.92% | 99.92% |