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 | 0.09% | 10.96 CHF | 10.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,088,040 CHF | 1,089,040 CHF | 100.00% | 100.00% |
19/11/2024 | 0.10% | 10.97 CHF | 10.98 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 1,098,530 CHF | 1,099,550 CHF | 100.00% | 100.00% |
18/11/2024 | 0.09% | 11.10 CHF | 11.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,079,420 CHF | 1,080,420 CHF | 100.00% | 100.00% |
15/11/2024 | 0.12% | 10.53 CHF | 10.54 CHF | 100,000 | 100,000 | 98,303 | 98,303 | 1,037,590 CHF | 1,038,610 CHF | 100.00% | 100.00% |
14/11/2024 | 0.11% | 10.41 CHF | 10.42 CHF | 100,000 | 100,000 | 99,348 | 99,348 | 1,002,770 CHF | 1,003,780 CHF | 99.22% | 99.22% |
13/11/2024 | 0.10% | 10.66 CHF | 10.67 CHF | 100,000 | 100,000 | 99,418 | 99,418 | 1,071,900 CHF | 1,072,910 CHF | 96.48% | 96.48% |
12/11/2024 | 0.10% | 10.49 CHF | 10.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,041,060 CHF | 1,042,060 CHF | 100.00% | 100.00% |
11/11/2024 | 0.09% | 10.39 CHF | 10.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,091,930 CHF | 1,092,930 CHF | 99.99% | 99.99% |
08/11/2024 | 0.09% | 11.13 CHF | 11.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,123,960 CHF | 1,124,960 CHF | 100.00% | 100.00% |
07/11/2024 | 0.09% | 11.47 CHF | 11.48 CHF | 100,000 | 100,000 | 99,694 | 99,694 | 1,109,400 CHF | 1,110,400 CHF | 99.92% | 99.92% |