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 | 0.10% | 10.16 CHF | 10.17 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 152,361 CHF | 152,511 CHF | 99.37% | 99.37% |
20/11/2024 | 0.10% | 10.39 CHF | 10.40 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 156,824 CHF | 156,974 CHF | 95.72% | 95.72% |
19/11/2024 | 0.10% | 10.33 CHF | 10.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 261,271 CHF | 261,521 CHF | 99.29% | 99.29% |
18/11/2024 | 0.09% | 10.54 CHF | 10.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 266,800 CHF | 267,050 CHF | 68.13% | 68.13% |
15/11/2024 | 0.09% | 10.87 CHF | 10.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 272,407 CHF | 272,657 CHF | 98.59% | 98.59% |
14/11/2024 | 0.09% | 11.17 CHF | 11.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 289,158 CHF | 289,408 CHF | 84.02% | 84.02% |
13/11/2024 | 0.08% | 11.89 CHF | 11.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 296,206 CHF | 296,456 CHF | 99.38% | 99.38% |
12/11/2024 | 0.08% | 11.88 CHF | 11.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 302,122 CHF | 302,372 CHF | 84.89% | 84.89% |
11/11/2024 | 0.08% | 12.63 CHF | 12.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 311,380 CHF | 311,630 CHF | 96.47% | 96.47% |
08/11/2024 | 0.08% | 12.37 CHF | 12.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 299,783 CHF | 300,033 CHF | 95.67% | 95.67% |