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% | 10.32 CHF | 10.33 CHF | 120,000 | 120,000 | 46,060 | 46,060 | 478,250 CHF | 478,712 CHF | 99.88% | 99.88% |
19/11/2024 | 0.10% | 10.16 CHF | 10.17 CHF | 120,000 | 120,000 | 47,622 | 47,622 | 477,720 CHF | 478,197 CHF | 97.53% | 97.53% |
18/11/2024 | 0.10% | 9.90 CHF | 9.91 CHF | 120,000 | 120,000 | 46,602 | 46,602 | 456,778 CHF | 457,244 CHF | 98.92% | 98.92% |
15/11/2024 | 0.10% | 10.15 CHF | 10.16 CHF | 120,000 | 120,000 | 47,371 | 47,371 | 487,558 CHF | 488,032 CHF | 99.73% | 99.73% |
14/11/2024 | 0.10% | 10.65 CHF | 10.66 CHF | 110,000 | 110,000 | 43,905 | 43,905 | 464,130 CHF | 464,570 CHF | 99.99% | 99.99% |
13/11/2024 | 0.10% | 10.48 CHF | 10.49 CHF | 120,000 | 120,000 | 44,535 | 44,535 | 469,406 CHF | 469,852 CHF | 100.00% | 100.00% |
12/11/2024 | 0.10% | 10.53 CHF | 10.54 CHF | 110,000 | 110,000 | 45,155 | 45,155 | 470,778 CHF | 471,231 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 10.35 CHF | 10.36 CHF | 120,000 | 120,000 | 46,192 | 46,192 | 479,831 CHF | 480,294 CHF | 99.93% | 99.93% |
08/11/2024 | 0.10% | 10.40 CHF | 10.41 CHF | 120,000 | 120,000 | 46,345 | 46,345 | 483,999 CHF | 484,463 CHF | 100.00% | 100.00% |
07/11/2024 | 0.10% | 10.39 CHF | 10.40 CHF | 120,000 | 120,000 | 47,544 | 47,544 | 491,491 CHF | 491,967 CHF | 99.76% | 99.76% |