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 | 0.16% | 11.69 CHF | 11.71 CHF | 108,000 | 108,000 | 108,000 | 108,000 | 1,347,090 CHF | 1,349,250 CHF | 100.00% | 100.00% |
19/11/2024 | 0.09% | 12.00 CHF | 12.01 CHF | 111,700 | 111,700 | 111,700 | 111,700 | 1,298,490 CHF | 1,299,600 CHF | 100.00% | 100.00% |
18/11/2024 | 0.09% | 12.12 CHF | 12.13 CHF | 115,400 | 115,400 | 115,400 | 115,400 | 1,356,590 CHF | 1,357,750 CHF | 99.58% | 99.58% |
15/11/2024 | 0.16% | 11.85 CHF | 11.87 CHF | 101,500 | 101,500 | 101,500 | 101,500 | 1,274,700 CHF | 1,276,730 CHF | 100.00% | 100.00% |
14/11/2024 | 0.14% | 14.04 CHF | 14.06 CHF | 95,900 | 95,900 | 95,900 | 95,900 | 1,374,380 CHF | 1,376,290 CHF | 100.00% | 100.00% |
13/11/2024 | 0.14% | 14.25 CHF | 14.27 CHF | 96,100 | 96,100 | 96,100 | 96,100 | 1,346,160 CHF | 1,348,080 CHF | 99.94% | 99.94% |
12/11/2024 | 0.14% | 14.19 CHF | 14.21 CHF | 93,500 | 93,500 | 93,500 | 93,500 | 1,346,860 CHF | 1,348,730 CHF | 100.00% | 100.00% |
11/11/2024 | 0.13% | 14.72 CHF | 14.74 CHF | 93,900 | 93,900 | 93,900 | 93,900 | 1,394,080 CHF | 1,395,960 CHF | 100.00% | 100.00% |
08/11/2024 | 0.14% | 14.33 CHF | 14.35 CHF | 97,100 | 97,100 | 97,100 | 97,100 | 1,345,180 CHF | 1,347,130 CHF | 100.00% | 100.00% |
07/11/2024 | 0.15% | 13.55 CHF | 13.57 CHF | 103,500 | 103,500 | 103,500 | 103,500 | 1,368,530 CHF | 1,370,600 CHF | 99.68% | 99.68% |