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 | 0.12% | 12.93 CHF | 12.94 CHF | 92,000 | 92,000 | 50,685 | 50,685 | 652,624 CHF | 653,326 CHF | 100.00% | 100.00% |
20/11/2024 | 0.12% | 12.61 CHF | 12.62 CHF | 94,000 | 94,000 | 51,154 | 51,154 | 649,380 CHF | 650,088 CHF | 99.90% | 99.90% |
19/11/2024 | 0.12% | 12.77 CHF | 12.78 CHF | 93,000 | 93,000 | 51,518 | 51,518 | 652,752 CHF | 653,466 CHF | 100.00% | 100.00% |
18/11/2024 | 0.12% | 12.76 CHF | 12.77 CHF | 93,000 | 93,000 | 51,615 | 51,615 | 651,327 CHF | 652,045 CHF | 99.89% | 99.89% |
15/11/2024 | 0.12% | 12.53 CHF | 12.54 CHF | 94,000 | 94,000 | 51,789 | 51,789 | 652,694 CHF | 653,414 CHF | 99.90% | 99.90% |
14/11/2024 | 0.12% | 12.66 CHF | 12.67 CHF | 94,000 | 94,000 | 51,817 | 51,817 | 651,623 CHF | 652,343 CHF | 99.39% | 99.39% |
13/11/2024 | 0.13% | 12.43 CHF | 12.44 CHF | 95,000 | 95,000 | 52,265 | 52,265 | 647,249 CHF | 647,973 CHF | 100.00% | 100.00% |
12/11/2024 | 0.13% | 12.48 CHF | 12.49 CHF | 95,000 | 95,000 | 52,269 | 52,269 | 647,851 CHF | 648,575 CHF | 100.00% | 100.00% |
11/11/2024 | 0.12% | 12.30 CHF | 12.31 CHF | 95,000 | 95,000 | 52,071 | 52,071 | 647,902 CHF | 648,624 CHF | 99.65% | 99.65% |
08/11/2024 | 0.12% | 12.47 CHF | 12.48 CHF | 95,000 | 95,000 | 52,091 | 52,091 | 651,812 CHF | 652,534 CHF | 100.00% | 100.00% |