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% | 9.43 CHF | 9.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 483,696 CHF | 484,196 CHF | 100.00% | 100.00% |
19/11/2024 | 0.11% | 9.46 CHF | 9.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 466,213 CHF | 466,713 CHF | 100.00% | 100.00% |
18/11/2024 | 0.11% | 9.50 CHF | 9.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 468,834 CHF | 469,334 CHF | 99.58% | 99.58% |
15/11/2024 | 0.10% | 9.42 CHF | 9.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 482,080 CHF | 482,580 CHF | 100.00% | 100.00% |
14/11/2024 | 0.10% | 10.11 CHF | 10.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 511,141 CHF | 511,641 CHF | 100.00% | 100.00% |
13/11/2024 | 0.10% | 10.14 CHF | 10.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 503,966 CHF | 504,466 CHF | 100.00% | 100.00% |
12/11/2024 | 0.10% | 10.13 CHF | 10.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 509,925 CHF | 510,425 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 10.27 CHF | 10.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 515,828 CHF | 516,328 CHF | 100.00% | 100.00% |
08/11/2024 | 0.10% | 10.09 CHF | 10.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 495,293 CHF | 495,793 CHF | 100.00% | 100.00% |
07/11/2024 | 0.10% | 9.82 CHF | 9.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 486,360 CHF | 486,860 CHF | 99.67% | 99.67% |