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% | 9.94 CHF | 9.95 CHF | 120,000 | 120,000 | 46,043 | 46,043 | 460,427 CHF | 460,889 CHF | 99.86% | 99.86% |
19/11/2024 | 0.11% | 9.78 CHF | 9.79 CHF | 120,000 | 120,000 | 47,622 | 47,622 | 459,530 CHF | 460,007 CHF | 97.53% | 97.53% |
18/11/2024 | 0.11% | 9.52 CHF | 9.53 CHF | 120,000 | 120,000 | 46,597 | 46,597 | 438,879 CHF | 439,346 CHF | 98.92% | 98.92% |
15/11/2024 | 0.10% | 9.76 CHF | 9.77 CHF | 120,000 | 120,000 | 47,370 | 47,370 | 469,364 CHF | 469,839 CHF | 99.73% | 99.73% |
14/11/2024 | 0.10% | 10.26 CHF | 10.27 CHF | 110,000 | 110,000 | 43,910 | 43,910 | 447,364 CHF | 447,804 CHF | 99.99% | 99.99% |
13/11/2024 | 0.10% | 10.10 CHF | 10.11 CHF | 120,000 | 120,000 | 44,533 | 44,533 | 452,387 CHF | 452,833 CHF | 100.00% | 100.00% |
12/11/2024 | 0.10% | 10.15 CHF | 10.16 CHF | 110,000 | 110,000 | 45,155 | 45,155 | 453,574 CHF | 454,026 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 9.97 CHF | 9.98 CHF | 120,000 | 120,000 | 46,190 | 46,190 | 462,257 CHF | 462,720 CHF | 99.93% | 99.93% |
08/11/2024 | 0.10% | 10.02 CHF | 10.03 CHF | 120,000 | 120,000 | 46,346 | 46,346 | 466,568 CHF | 467,032 CHF | 100.00% | 100.00% |
07/11/2024 | 0.10% | 10.01 CHF | 10.02 CHF | 120,000 | 120,000 | 47,548 | 47,548 | 473,637 CHF | 474,113 CHF | 99.76% | 99.76% |