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% | 13.66 CHF | 13.67 CHF | 92,000 | 92,000 | 50,697 | 50,697 | 689,845 CHF | 690,548 CHF | 100.00% | 100.00% |
20/11/2024 | 0.12% | 13.33 CHF | 13.34 CHF | 94,000 | 94,000 | 51,153 | 51,153 | 686,472 CHF | 687,180 CHF | 99.89% | 99.89% |
19/11/2024 | 0.12% | 13.49 CHF | 13.50 CHF | 93,000 | 93,000 | 51,518 | 51,518 | 690,020 CHF | 690,735 CHF | 100.00% | 100.00% |
18/11/2024 | 0.12% | 13.49 CHF | 13.50 CHF | 93,000 | 93,000 | 51,614 | 51,614 | 688,834 CHF | 689,551 CHF | 99.89% | 99.89% |
15/11/2024 | 0.12% | 13.26 CHF | 13.27 CHF | 94,000 | 94,000 | 51,788 | 51,788 | 690,350 CHF | 691,069 CHF | 99.90% | 99.90% |
14/11/2024 | 0.12% | 13.39 CHF | 13.40 CHF | 94,000 | 94,000 | 51,820 | 51,820 | 689,383 CHF | 690,103 CHF | 99.39% | 99.39% |
13/11/2024 | 0.12% | 13.15 CHF | 13.16 CHF | 95,000 | 95,000 | 52,264 | 52,264 | 684,978 CHF | 685,702 CHF | 100.00% | 100.00% |
12/11/2024 | 0.12% | 13.20 CHF | 13.21 CHF | 95,000 | 95,000 | 52,270 | 52,270 | 685,543 CHF | 686,266 CHF | 100.00% | 100.00% |
11/11/2024 | 0.12% | 13.02 CHF | 13.03 CHF | 95,000 | 95,000 | 52,071 | 52,071 | 685,334 CHF | 686,056 CHF | 99.65% | 99.65% |
08/11/2024 | 0.12% | 13.19 CHF | 13.20 CHF | 95,000 | 95,000 | 52,091 | 52,091 | 688,949 CHF | 689,671 CHF | 100.00% | 100.00% |