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 | 0.13% | 12.70 CHF | 12.71 CHF | 97,000 | 97,000 | 31,032 | 31,032 | 393,895 CHF | 394,258 CHF | 99.90% | 99.90% |
19/11/2024 | 0.13% | 12.25 CHF | 12.26 CHF | 100,000 | 100,000 | 31,802 | 31,802 | 386,063 CHF | 386,434 CHF | 100.00% | 100.00% |
18/11/2024 | 0.13% | 12.08 CHF | 12.09 CHF | 100,000 | 100,000 | 32,130 | 32,130 | 379,268 CHF | 379,644 CHF | 99.88% | 99.88% |
15/11/2024 | 0.13% | 11.71 CHF | 11.72 CHF | 105,000 | 105,000 | 32,508 | 32,508 | 384,704 CHF | 385,082 CHF | 100.00% | 100.00% |
14/11/2024 | 0.13% | 12.04 CHF | 12.05 CHF | 100,000 | 100,000 | 31,879 | 31,879 | 383,289 CHF | 383,661 CHF | 100.00% | 100.00% |
13/11/2024 | 0.13% | 11.86 CHF | 11.87 CHF | 100,000 | 100,000 | 33,280 | 33,280 | 391,542 CHF | 391,931 CHF | 100.00% | 100.00% |
12/11/2024 | 0.14% | 11.48 CHF | 11.49 CHF | 105,000 | 105,000 | 33,754 | 33,754 | 387,223 CHF | 387,619 CHF | 100.00% | 100.00% |
11/11/2024 | 0.14% | 11.34 CHF | 11.35 CHF | 105,000 | 105,000 | 33,765 | 33,765 | 380,382 CHF | 380,778 CHF | 100.00% | 100.00% |
08/11/2024 | 0.14% | 11.04 CHF | 11.05 CHF | 110,000 | 110,000 | 34,853 | 34,853 | 386,693 CHF | 387,100 CHF | 100.00% | 100.00% |
07/11/2024 | 0.14% | 11.00 CHF | 11.01 CHF | 110,000 | 110,000 | 35,064 | 35,064 | 382,337 CHF | 382,746 CHF | 100.00% | 100.00% |