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% | 10.14 CHF | 10.15 CHF | 120,000 | 120,000 | 46,043 | 46,043 | 469,597 CHF | 470,058 CHF | 99.86% | 99.86% |
19/11/2024 | 0.10% | 9.98 CHF | 9.99 CHF | 120,000 | 120,000 | 47,622 | 47,622 | 468,936 CHF | 469,413 CHF | 97.53% | 97.53% |
18/11/2024 | 0.11% | 9.72 CHF | 9.73 CHF | 120,000 | 120,000 | 46,601 | 46,601 | 448,168 CHF | 448,635 CHF | 98.92% | 98.92% |
15/11/2024 | 0.10% | 9.96 CHF | 9.97 CHF | 120,000 | 120,000 | 47,371 | 47,371 | 478,761 CHF | 479,236 CHF | 99.73% | 99.73% |
14/11/2024 | 0.10% | 10.46 CHF | 10.47 CHF | 110,000 | 110,000 | 43,910 | 43,910 | 456,058 CHF | 456,498 CHF | 99.99% | 99.99% |
13/11/2024 | 0.10% | 10.30 CHF | 10.31 CHF | 120,000 | 120,000 | 44,533 | 44,533 | 461,203 CHF | 461,649 CHF | 100.00% | 100.00% |
12/11/2024 | 0.10% | 10.34 CHF | 10.35 CHF | 110,000 | 110,000 | 45,153 | 45,153 | 462,476 CHF | 462,928 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 10.16 CHF | 10.17 CHF | 120,000 | 120,000 | 46,195 | 46,195 | 471,398 CHF | 471,860 CHF | 99.93% | 99.93% |
08/11/2024 | 0.10% | 10.22 CHF | 10.23 CHF | 120,000 | 120,000 | 46,346 | 46,346 | 475,597 CHF | 476,062 CHF | 100.00% | 100.00% |
07/11/2024 | 0.10% | 10.20 CHF | 10.21 CHF | 120,000 | 120,000 | 47,548 | 47,548 | 482,899 CHF | 483,375 CHF | 99.76% | 99.76% |