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 |
---|---|---|---|---|---|---|---|---|---|---|---|
01/11/2024 | 0.09% | 11.68 CHF | 11.69 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,467,590 CHF | 3,470,590 CHF | 100.00% | 100.00% |
31/10/2024 | 0.09% | 11.29 CHF | 11.30 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,409,670 CHF | 3,412,670 CHF | 100.00% | 100.00% |
30/10/2024 | 0.09% | 11.65 CHF | 11.66 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,521,510 CHF | 3,524,510 CHF | 100.00% | 100.00% |
29/10/2024 | 0.08% | 11.92 CHF | 11.93 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,616,930 CHF | 3,619,930 CHF | 100.00% | 100.00% |
28/10/2024 | 0.08% | 12.20 CHF | 12.21 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,642,100 CHF | 3,645,100 CHF | 100.00% | 100.00% |
25/10/2024 | 0.08% | 12.08 CHF | 12.09 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,620,610 CHF | 3,623,610 CHF | 100.00% | 100.00% |
24/10/2024 | 0.08% | 12.10 CHF | 12.11 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,640,410 CHF | 3,643,410 CHF | 99.52% | 99.52% |
23/10/2024 | 0.08% | 12.01 CHF | 12.02 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,610,340 CHF | 3,613,340 CHF | 100.00% | 100.00% |
22/10/2024 | 0.08% | 12.06 CHF | 12.07 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,613,360 CHF | 3,616,360 CHF | 100.00% | 100.00% |
21/10/2024 | 0.08% | 12.26 CHF | 12.27 CHF | 300,000 | 300,000 | 299,746 | 299,746 | 3,693,750 CHF | 3,696,750 CHF | 100.00% | 100.00% |