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 | 0.40% | 11.77 CHF | 11.82 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 236,373 CHF | 237,313 CHF | 100.00% | 100.00% |
19/11/2024 | 0.40% | 11.77 CHF | 11.82 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 235,211 CHF | 236,151 CHF | 100.00% | 100.00% |
18/11/2024 | 0.40% | 11.83 CHF | 11.88 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 236,189 CHF | 237,129 CHF | 100.00% | 100.00% |
15/11/2024 | 0.40% | 11.81 CHF | 11.86 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 237,035 CHF | 237,987 CHF | 100.00% | 100.00% |
14/11/2024 | 0.40% | 11.92 CHF | 11.97 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 237,739 CHF | 238,698 CHF | 100.00% | 100.00% |
13/11/2024 | 0.40% | 11.84 CHF | 11.88 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 236,839 CHF | 237,786 CHF | 100.00% | 100.00% |
12/11/2024 | 0.40% | 11.85 CHF | 11.90 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 238,221 CHF | 239,181 CHF | 100.00% | 100.00% |
11/11/2024 | 0.40% | 12.00 CHF | 12.05 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 240,248 CHF | 241,208 CHF | 100.00% | 100.00% |
08/11/2024 | 0.40% | 11.92 CHF | 11.97 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 238,712 CHF | 239,672 CHF | 100.00% | 100.00% |
07/11/2024 | 0.40% | 12.08 CHF | 12.13 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 241,589 CHF | 242,549 CHF | 100.00% | 100.00% |