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 |
---|---|---|---|---|---|---|---|---|---|---|---|
09/10/2024 | 0.10% | 10.10 CHF | 10.11 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,519,250 CHF | 2,521,750 CHF | 99.80% | 99.80% |
08/10/2024 | 0.10% | 10.06 CHF | 10.07 CHF | 250,000 | 250,000 | 249,145 | 249,145 | 2,556,750 CHF | 2,559,250 CHF | 91.78% | 91.78% |
07/10/2024 | 0.10% | 10.28 CHF | 10.29 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,592,310 CHF | 2,594,810 CHF | 99.77% | 99.77% |
04/10/2024 | 0.10% | 10.55 CHF | 10.56 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,600,570 CHF | 2,603,070 CHF | 99.82% | 99.82% |
03/10/2024 | 0.10% | 10.35 CHF | 10.36 CHF | 250,000 | 250,000 | 249,979 | 249,979 | 2,571,100 CHF | 2,573,600 CHF | 100.00% | 100.00% |
02/10/2024 | 0.10% | 10.23 CHF | 10.24 CHF | 250,000 | 250,000 | 249,954 | 249,954 | 2,573,950 CHF | 2,576,450 CHF | 98.76% | 98.76% |
01/10/2024 | 0.10% | 10.33 CHF | 10.34 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,569,050 CHF | 2,571,550 CHF | 100.00% | 100.00% |
30/09/2024 | 0.10% | 10.10 CHF | 10.11 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,543,080 CHF | 2,545,580 CHF | 100.00% | 100.00% |
27/09/2024 | 0.10% | 10.21 CHF | 10.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,589,810 CHF | 2,592,310 CHF | 100.00% | 100.00% |
26/09/2024 | 0.10% | 10.43 CHF | 10.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,617,310 CHF | 2,619,810 CHF | 100.00% | 100.00% |