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% | 10.51 CHF | 10.52 CHF | 120,000 | 120,000 | 46,051 | 46,051 | 486,881 CHF | 487,343 CHF | 99.87% | 99.87% |
19/11/2024 | 0.10% | 10.35 CHF | 10.36 CHF | 120,000 | 120,000 | 47,622 | 47,622 | 486,670 CHF | 487,147 CHF | 97.53% | 97.53% |
18/11/2024 | 0.10% | 10.09 CHF | 10.10 CHF | 120,000 | 120,000 | 46,596 | 46,596 | 465,547 CHF | 466,014 CHF | 98.92% | 98.92% |
15/11/2024 | 0.10% | 10.33 CHF | 10.34 CHF | 120,000 | 120,000 | 47,369 | 47,369 | 496,499 CHF | 496,974 CHF | 99.73% | 99.73% |
14/11/2024 | 0.09% | 10.84 CHF | 10.85 CHF | 110,000 | 110,000 | 43,906 | 43,906 | 472,481 CHF | 472,921 CHF | 99.99% | 99.99% |
13/11/2024 | 0.09% | 10.67 CHF | 10.68 CHF | 120,000 | 120,000 | 44,532 | 44,532 | 477,753 CHF | 478,199 CHF | 100.00% | 100.00% |
12/11/2024 | 0.10% | 10.72 CHF | 10.73 CHF | 110,000 | 110,000 | 45,150 | 45,150 | 479,204 CHF | 479,656 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 10.54 CHF | 10.55 CHF | 120,000 | 120,000 | 46,184 | 46,184 | 488,397 CHF | 488,860 CHF | 99.92% | 99.92% |
08/11/2024 | 0.10% | 10.59 CHF | 10.60 CHF | 120,000 | 120,000 | 46,346 | 46,346 | 492,627 CHF | 493,091 CHF | 100.00% | 100.00% |
07/11/2024 | 0.10% | 10.57 CHF | 10.58 CHF | 120,000 | 120,000 | 47,520 | 47,520 | 500,061 CHF | 500,537 CHF | 99.76% | 99.76% |