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 | 0.13% | 12.44 CHF | 12.45 CHF | 92,000 | 92,000 | 50,683 | 50,683 | 628,082 CHF | 628,784 CHF | 100.00% | 100.00% |
20/11/2024 | 0.13% | 12.13 CHF | 12.14 CHF | 94,000 | 94,000 | 51,154 | 51,154 | 624,827 CHF | 625,535 CHF | 99.90% | 99.90% |
19/11/2024 | 0.13% | 12.29 CHF | 12.30 CHF | 93,000 | 93,000 | 51,518 | 51,518 | 628,117 CHF | 628,832 CHF | 100.00% | 100.00% |
18/11/2024 | 0.13% | 12.28 CHF | 12.29 CHF | 93,000 | 93,000 | 51,616 | 51,616 | 626,546 CHF | 627,263 CHF | 99.89% | 99.89% |
15/11/2024 | 0.13% | 12.05 CHF | 12.06 CHF | 94,000 | 94,000 | 51,789 | 51,789 | 627,771 CHF | 628,490 CHF | 99.90% | 99.90% |
14/11/2024 | 0.13% | 12.18 CHF | 12.19 CHF | 94,000 | 94,000 | 51,825 | 51,825 | 626,813 CHF | 627,533 CHF | 99.34% | 99.34% |
13/11/2024 | 0.13% | 11.95 CHF | 11.96 CHF | 95,000 | 95,000 | 52,264 | 52,264 | 622,242 CHF | 622,966 CHF | 100.00% | 100.00% |
12/11/2024 | 0.13% | 12.00 CHF | 12.01 CHF | 95,000 | 95,000 | 52,270 | 52,270 | 622,935 CHF | 623,659 CHF | 100.00% | 100.00% |
11/11/2024 | 0.13% | 11.82 CHF | 11.83 CHF | 95,000 | 95,000 | 52,073 | 52,073 | 623,138 CHF | 623,860 CHF | 99.65% | 99.65% |
08/11/2024 | 0.13% | 12.00 CHF | 12.01 CHF | 95,000 | 95,000 | 52,091 | 52,091 | 627,218 CHF | 627,940 CHF | 100.00% | 100.00% |