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 | 0.17% | 11.51 CHF | 11.53 CHF | 21,000 | 21,000 | 21,000 | 21,000 | 243,044 CHF | 243,464 CHF | 99.43% | 99.43% |
19/11/2024 | 0.18% | 11.41 CHF | 11.43 CHF | 21,000 | 21,000 | 21,033 | 21,033 | 240,042 CHF | 240,463 CHF | 100.00% | 100.00% |
18/11/2024 | 0.17% | 11.47 CHF | 11.49 CHF | 21,000 | 21,000 | 21,000 | 21,000 | 240,494 CHF | 240,914 CHF | 99.88% | 99.88% |
15/11/2024 | 0.18% | 11.36 CHF | 11.38 CHF | 21,000 | 21,000 | 21,773 | 21,773 | 245,148 CHF | 245,583 CHF | 100.00% | 100.00% |
14/11/2024 | 0.18% | 11.47 CHF | 11.49 CHF | 21,000 | 21,000 | 21,798 | 21,798 | 245,768 CHF | 246,204 CHF | 98.59% | 98.59% |
13/11/2024 | 0.17% | 11.48 CHF | 11.50 CHF | 21,000 | 21,000 | 21,000 | 21,000 | 240,986 CHF | 241,406 CHF | 100.00% | 100.00% |
12/11/2024 | 0.18% | 11.27 CHF | 11.29 CHF | 22,000 | 22,000 | 21,097 | 21,097 | 240,288 CHF | 240,710 CHF | 99.90% | 99.90% |
11/11/2024 | 0.17% | 11.58 CHF | 11.60 CHF | 21,000 | 21,000 | 21,000 | 21,000 | 243,728 CHF | 244,148 CHF | 100.00% | 100.00% |
08/11/2024 | 0.17% | 11.57 CHF | 11.59 CHF | 21,000 | 21,000 | 21,000 | 21,000 | 242,744 CHF | 243,164 CHF | 98.30% | 98.30% |
07/11/2024 | 0.17% | 11.65 CHF | 11.67 CHF | 21,000 | 21,000 | 21,000 | 21,000 | 245,668 CHF | 246,088 CHF | 100.00% | 100.00% |