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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.11% | 14.07 CHF | 14.08 CHF | 92,000 | 92,000 | 50,694 | 50,694 | 710,447 CHF | 711,150 CHF | 100.00% | 100.00% |
20/11/2024 | 0.11% | 13.74 CHF | 13.75 CHF | 94,000 | 94,000 | 51,153 | 51,153 | 707,160 CHF | 707,867 CHF | 99.90% | 99.90% |
19/11/2024 | 0.11% | 13.89 CHF | 13.90 CHF | 93,000 | 93,000 | 51,518 | 51,518 | 710,741 CHF | 711,456 CHF | 100.00% | 100.00% |
18/11/2024 | 0.11% | 13.89 CHF | 13.90 CHF | 93,000 | 93,000 | 51,615 | 51,615 | 709,707 CHF | 710,424 CHF | 99.89% | 99.89% |
15/11/2024 | 0.11% | 13.66 CHF | 13.67 CHF | 94,000 | 94,000 | 51,789 | 51,789 | 711,344 CHF | 712,062 CHF | 99.90% | 99.90% |
14/11/2024 | 0.11% | 13.79 CHF | 13.80 CHF | 94,000 | 94,000 | 51,817 | 51,817 | 710,296 CHF | 711,016 CHF | 99.39% | 99.39% |
13/11/2024 | 0.11% | 13.56 CHF | 13.57 CHF | 95,000 | 95,000 | 52,265 | 52,265 | 706,025 CHF | 706,748 CHF | 100.00% | 100.00% |
12/11/2024 | 0.11% | 13.60 CHF | 13.61 CHF | 95,000 | 95,000 | 52,269 | 52,269 | 706,542 CHF | 707,266 CHF | 100.00% | 100.00% |
11/11/2024 | 0.11% | 13.42 CHF | 13.43 CHF | 95,000 | 95,000 | 52,071 | 52,071 | 706,223 CHF | 706,945 CHF | 99.65% | 99.65% |
08/11/2024 | 0.11% | 13.59 CHF | 13.60 CHF | 95,000 | 95,000 | 52,091 | 52,091 | 709,625 CHF | 710,347 CHF | 100.00% | 100.00% |