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 | 0.08% | 12.39 CHF | 12.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 939,312 CHF | 940,062 CHF | 99.98% | 99.98% |
19/11/2024 | 0.08% | 12.51 CHF | 12.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 933,287 CHF | 934,037 CHF | 100.00% | 100.00% |
18/11/2024 | 0.08% | 12.67 CHF | 12.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 943,801 CHF | 944,551 CHF | 98.85% | 98.85% |
15/11/2024 | 0.08% | 12.51 CHF | 12.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 951,556 CHF | 952,306 CHF | 100.00% | 100.00% |
14/11/2024 | 0.08% | 12.95 CHF | 12.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 966,336 CHF | 967,086 CHF | 100.00% | 100.00% |
13/11/2024 | 0.08% | 12.81 CHF | 12.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 962,804 CHF | 963,554 CHF | 99.88% | 99.88% |
12/11/2024 | 0.08% | 13.09 CHF | 13.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 993,179 CHF | 993,929 CHF | 100.00% | 100.00% |
11/11/2024 | 0.07% | 13.44 CHF | 13.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,003,930 CHF | 1,004,680 CHF | 100.00% | 100.00% |
08/11/2024 | 0.08% | 13.12 CHF | 13.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 981,970 CHF | 982,720 CHF | 100.00% | 100.00% |
07/11/2024 | 0.08% | 13.21 CHF | 13.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 986,108 CHF | 986,858 CHF | 99.67% | 99.67% |