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 | 0.16% | 12.57 CHF | 12.59 CHF | 21,000 | 21,000 | 21,000 | 21,000 | 265,318 CHF | 265,738 CHF | 99.43% | 99.43% |
19/11/2024 | 0.16% | 12.47 CHF | 12.49 CHF | 21,000 | 21,000 | 21,033 | 21,033 | 262,349 CHF | 262,770 CHF | 100.00% | 100.00% |
18/11/2024 | 0.16% | 12.53 CHF | 12.55 CHF | 21,000 | 21,000 | 21,000 | 21,000 | 262,763 CHF | 263,183 CHF | 99.88% | 99.88% |
15/11/2024 | 0.16% | 12.42 CHF | 12.44 CHF | 21,000 | 21,000 | 21,773 | 21,773 | 268,227 CHF | 268,663 CHF | 100.00% | 100.00% |
14/11/2024 | 0.16% | 12.53 CHF | 12.55 CHF | 21,000 | 21,000 | 21,798 | 21,798 | 268,867 CHF | 269,303 CHF | 98.57% | 98.57% |
13/11/2024 | 0.16% | 12.54 CHF | 12.56 CHF | 21,000 | 21,000 | 21,000 | 21,000 | 263,243 CHF | 263,663 CHF | 100.00% | 100.00% |
12/11/2024 | 0.16% | 12.33 CHF | 12.35 CHF | 22,000 | 22,000 | 21,097 | 21,097 | 262,635 CHF | 263,057 CHF | 99.90% | 99.90% |
11/11/2024 | 0.16% | 12.64 CHF | 12.66 CHF | 21,000 | 21,000 | 21,000 | 21,000 | 265,971 CHF | 266,391 CHF | 100.00% | 100.00% |
08/11/2024 | 0.16% | 12.62 CHF | 12.64 CHF | 21,000 | 21,000 | 21,000 | 21,000 | 264,974 CHF | 265,394 CHF | 98.30% | 98.30% |
07/11/2024 | 0.16% | 12.71 CHF | 12.73 CHF | 21,000 | 21,000 | 21,000 | 21,000 | 267,900 CHF | 268,320 CHF | 100.00% | 100.00% |