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% | 12.28 CHF | 12.29 CHF | 97,000 | 97,000 | 31,034 | 31,034 | 380,847 CHF | 381,210 CHF | 99.90% | 99.90% |
19/11/2024 | 0.13% | 11.83 CHF | 11.84 CHF | 100,000 | 100,000 | 31,803 | 31,803 | 372,762 CHF | 373,132 CHF | 100.00% | 100.00% |
18/11/2024 | 0.14% | 11.66 CHF | 11.67 CHF | 100,000 | 100,000 | 32,040 | 32,040 | 364,857 CHF | 365,231 CHF | 99.45% | 99.45% |
15/11/2024 | 0.13% | 11.29 CHF | 11.30 CHF | 105,000 | 105,000 | 32,483 | 32,483 | 370,770 CHF | 371,148 CHF | 99.95% | 99.95% |
14/11/2024 | 0.13% | 11.62 CHF | 11.63 CHF | 100,000 | 100,000 | 31,838 | 31,838 | 369,417 CHF | 369,788 CHF | 99.94% | 99.94% |
13/11/2024 | 0.14% | 11.44 CHF | 11.45 CHF | 100,000 | 100,000 | 33,264 | 33,264 | 377,475 CHF | 377,864 CHF | 99.97% | 99.97% |
12/11/2024 | 0.14% | 11.06 CHF | 11.07 CHF | 105,000 | 105,000 | 33,750 | 33,750 | 373,162 CHF | 373,558 CHF | 99.99% | 99.99% |
11/11/2024 | 0.14% | 10.93 CHF | 10.94 CHF | 105,000 | 105,000 | 33,770 | 33,770 | 366,470 CHF | 366,866 CHF | 100.00% | 100.00% |
08/11/2024 | 0.15% | 10.63 CHF | 10.64 CHF | 110,000 | 110,000 | 34,854 | 34,854 | 372,414 CHF | 372,821 CHF | 100.00% | 100.00% |
07/11/2024 | 0.15% | 10.59 CHF | 10.60 CHF | 110,000 | 110,000 | 35,065 | 35,065 | 367,997 CHF | 368,406 CHF | 100.00% | 100.00% |