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% | 9.77 CHF | 9.78 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 807,348 CHF | 808,148 CHF | 99.92% | 99.92% |
19/11/2024 | 0.10% | 9.86 CHF | 9.87 CHF | 80,000 | 80,000 | 79,956 | 79,956 | 775,860 CHF | 776,660 CHF | 99.94% | 99.94% |
18/11/2024 | 0.10% | 9.93 CHF | 9.94 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 781,666 CHF | 782,466 CHF | 99.57% | 99.57% |
15/11/2024 | 0.10% | 9.80 CHF | 9.81 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 806,364 CHF | 807,164 CHF | 99.99% | 99.99% |
14/11/2024 | 0.09% | 10.66 CHF | 10.67 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 862,850 CHF | 863,650 CHF | 100.00% | 100.00% |
13/11/2024 | 0.09% | 10.70 CHF | 10.71 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 848,840 CHF | 849,640 CHF | 99.98% | 99.98% |
12/11/2024 | 0.09% | 10.67 CHF | 10.68 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 860,375 CHF | 861,175 CHF | 100.00% | 100.00% |
11/11/2024 | 0.09% | 10.86 CHF | 10.87 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 872,371 CHF | 873,171 CHF | 100.00% | 100.00% |
08/11/2024 | 0.10% | 10.67 CHF | 10.68 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 839,248 CHF | 840,048 CHF | 100.00% | 100.00% |
07/11/2024 | 0.10% | 10.39 CHF | 10.40 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 822,080 CHF | 822,880 CHF | 99.67% | 99.67% |