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 | 0.15% | 12.65 CHF | 12.67 CHF | 12,500 | 12,500 | 12,470 | 12,470 | 161,714 CHF | 161,963 CHF | 100.00% | 100.00% |
19/11/2024 | 0.17% | 12.25 CHF | 12.27 CHF | 13,200 | 13,200 | 13,146 | 13,146 | 156,230 CHF | 156,493 CHF | 100.00% | 100.00% |
18/11/2024 | 0.17% | 12.06 CHF | 12.08 CHF | 13,400 | 13,400 | 13,345 | 13,345 | 158,424 CHF | 158,691 CHF | 100.00% | 100.00% |
15/11/2024 | 0.17% | 11.57 CHF | 11.59 CHF | 12,500 | 12,500 | 12,442 | 12,442 | 148,627 CHF | 148,876 CHF | 99.90% | 99.90% |
14/11/2024 | 0.16% | 12.53 CHF | 12.55 CHF | 12,500 | 12,500 | 12,571 | 12,571 | 156,297 CHF | 156,549 CHF | 100.00% | 100.00% |
13/11/2024 | 0.17% | 12.28 CHF | 12.30 CHF | 12,600 | 12,600 | 12,528 | 12,528 | 150,223 CHF | 150,473 CHF | 100.00% | 100.00% |
12/11/2024 | 0.15% | 12.80 CHF | 12.82 CHF | 12,000 | 12,000 | 11,951 | 11,951 | 154,662 CHF | 154,901 CHF | 100.00% | 100.00% |
11/11/2024 | 0.15% | 13.04 CHF | 13.06 CHF | 12,100 | 12,100 | 12,050 | 12,050 | 161,327 CHF | 161,568 CHF | 100.00% | 100.00% |
08/11/2024 | 0.15% | 13.07 CHF | 13.09 CHF | 12,200 | 12,200 | 12,149 | 12,149 | 158,652 CHF | 158,895 CHF | 99.19% | 99.19% |
07/11/2024 | 0.16% | 12.77 CHF | 12.79 CHF | 13,900 | 13,900 | 13,991 | 13,991 | 172,170 CHF | 172,450 CHF | 100.00% | 100.00% |