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 | 0.40% | 11.96 CHF | 12.01 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 239,932 CHF | 240,892 CHF | 100.00% | 100.00% |
19/11/2024 | 0.40% | 11.96 CHF | 12.01 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 239,037 CHF | 239,997 CHF | 100.00% | 100.00% |
18/11/2024 | 0.40% | 12.01 CHF | 12.05 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 239,747 CHF | 240,707 CHF | 100.00% | 100.00% |
15/11/2024 | 0.40% | 11.99 CHF | 12.04 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 240,458 CHF | 241,418 CHF | 100.00% | 100.00% |
14/11/2024 | 0.40% | 12.07 CHF | 12.12 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 240,921 CHF | 241,881 CHF | 100.00% | 100.00% |
13/11/2024 | 0.40% | 12.01 CHF | 12.05 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 240,260 CHF | 241,220 CHF | 100.00% | 100.00% |
12/11/2024 | 0.40% | 12.02 CHF | 12.07 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 241,331 CHF | 242,291 CHF | 100.00% | 100.00% |
11/11/2024 | 0.40% | 12.13 CHF | 12.18 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 242,867 CHF | 243,847 CHF | 100.00% | 100.00% |
08/11/2024 | 0.40% | 12.07 CHF | 12.12 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 241,611 CHF | 242,574 CHF | 100.00% | 100.00% |
07/11/2024 | 0.40% | 12.18 CHF | 12.23 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 243,567 CHF | 244,547 CHF | 100.00% | 100.00% |