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 | 0.08% | 12.65 CHF | 12.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 318,378 CHF | 318,628 CHF | 99.73% | 99.73% |
19/11/2024 | 0.08% | 12.53 CHF | 12.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 313,334 CHF | 313,584 CHF | 99.82% | 99.82% |
18/11/2024 | 0.08% | 12.60 CHF | 12.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 314,555 CHF | 314,805 CHF | 99.99% | 99.99% |
15/11/2024 | 0.08% | 12.47 CHF | 12.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 308,599 CHF | 308,849 CHF | 100.00% | 100.00% |
14/11/2024 | 0.08% | 12.61 CHF | 12.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 309,087 CHF | 309,337 CHF | 100.00% | 100.00% |
13/11/2024 | 0.08% | 12.62 CHF | 12.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 315,255 CHF | 315,505 CHF | 99.95% | 99.95% |
12/11/2024 | 0.08% | 12.36 CHF | 12.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 312,582 CHF | 312,832 CHF | 100.00% | 100.00% |
11/11/2024 | 0.08% | 12.75 CHF | 12.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 319,360 CHF | 319,610 CHF | 99.64% | 99.64% |
08/11/2024 | 0.08% | 12.72 CHF | 12.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 317,872 CHF | 318,122 CHF | 100.00% | 100.00% |
07/11/2024 | 0.08% | 12.83 CHF | 12.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 322,220 CHF | 322,470 CHF | 99.69% | 99.69% |