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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/10/2024 | 0.10% | 10.48 CHF | 10.49 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,613,880 CHF | 2,616,380 CHF | 100.00% | 100.00% |
29/10/2024 | 0.10% | 10.36 CHF | 10.37 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,563,060 CHF | 2,565,560 CHF | 100.00% | 100.00% |
28/10/2024 | 0.10% | 10.12 CHF | 10.13 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,515,500 CHF | 2,518,000 CHF | 100.00% | 100.00% |
25/10/2024 | 0.10% | 10.10 CHF | 10.11 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,497,210 CHF | 2,499,710 CHF | 100.00% | 100.00% |
24/10/2024 | 0.10% | 10.06 CHF | 10.07 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,518,200 CHF | 2,520,700 CHF | 100.00% | 100.00% |
23/10/2024 | 0.10% | 9.86 CHF | 9.87 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,543,560 CHF | 2,546,060 CHF | 100.00% | 100.00% |
22/10/2024 | 0.10% | 10.14 CHF | 10.15 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,518,090 CHF | 2,520,590 CHF | 100.00% | 100.00% |
21/10/2024 | 0.10% | 9.94 CHF | 9.95 CHF | 250,000 | 250,000 | 249,778 | 249,778 | 2,508,570 CHF | 2,511,070 CHF | 100.00% | 100.00% |
18/10/2024 | 0.10% | 9.93 CHF | 9.94 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,467,990 CHF | 2,470,490 CHF | 100.00% | 100.00% |
17/10/2024 | 0.10% | 9.71 CHF | 9.72 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,407,830 CHF | 2,410,330 CHF | 100.00% | 100.00% |