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% | 10.31 CHF | 10.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,023,410 CHF | 1,024,410 CHF | 100.00% | 100.00% |
19/11/2024 | 0.11% | 10.32 CHF | 10.33 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 1,034,940 CHF | 1,035,960 CHF | 100.00% | 100.00% |
18/11/2024 | 0.10% | 10.46 CHF | 10.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,014,690 CHF | 1,015,690 CHF | 100.00% | 100.00% |
15/11/2024 | 0.12% | 9.88 CHF | 9.89 CHF | 100,000 | 100,000 | 98,303 | 98,303 | 973,922 CHF | 974,945 CHF | 100.00% | 100.00% |
14/11/2024 | 0.11% | 9.76 CHF | 9.77 CHF | 100,000 | 100,000 | 99,348 | 99,348 | 938,372 CHF | 939,382 CHF | 99.22% | 99.22% |
13/11/2024 | 0.11% | 10.02 CHF | 10.03 CHF | 100,000 | 100,000 | 99,418 | 99,418 | 1,007,910 CHF | 1,008,920 CHF | 96.48% | 96.48% |
12/11/2024 | 0.10% | 9.85 CHF | 9.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 976,795 CHF | 977,795 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 9.75 CHF | 9.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,027,850 CHF | 1,028,850 CHF | 99.99% | 99.99% |
08/11/2024 | 0.09% | 10.50 CHF | 10.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,060,430 CHF | 1,061,430 CHF | 100.00% | 100.00% |
07/11/2024 | 0.10% | 10.83 CHF | 10.84 CHF | 100,000 | 100,000 | 99,694 | 99,694 | 1,045,900 CHF | 1,046,910 CHF | 99.92% | 99.92% |