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% | 11.99 CHF | 12.00 CHF | 92,000 | 92,000 | 50,683 | 50,683 | 605,307 CHF | 606,009 CHF | 100.00% | 100.00% |
20/11/2024 | 0.13% | 11.68 CHF | 11.69 CHF | 94,000 | 94,000 | 51,154 | 51,154 | 602,023 CHF | 602,730 CHF | 99.90% | 99.90% |
19/11/2024 | 0.13% | 11.84 CHF | 11.85 CHF | 93,000 | 93,000 | 51,518 | 51,518 | 605,209 CHF | 605,924 CHF | 100.00% | 100.00% |
18/11/2024 | 0.13% | 11.84 CHF | 11.85 CHF | 93,000 | 93,000 | 51,614 | 51,614 | 603,499 CHF | 604,216 CHF | 99.89% | 99.89% |
15/11/2024 | 0.13% | 11.60 CHF | 11.61 CHF | 94,000 | 94,000 | 51,788 | 51,788 | 604,661 CHF | 605,380 CHF | 99.90% | 99.90% |
14/11/2024 | 0.13% | 11.73 CHF | 11.74 CHF | 94,000 | 94,000 | 51,825 | 51,825 | 603,623 CHF | 604,343 CHF | 99.34% | 99.34% |
13/11/2024 | 0.14% | 11.51 CHF | 11.52 CHF | 95,000 | 95,000 | 52,264 | 52,264 | 599,053 CHF | 599,776 CHF | 100.00% | 100.00% |
12/11/2024 | 0.14% | 11.56 CHF | 11.57 CHF | 95,000 | 95,000 | 52,270 | 52,270 | 599,737 CHF | 600,460 CHF | 100.00% | 100.00% |
11/11/2024 | 0.13% | 11.38 CHF | 11.39 CHF | 95,000 | 95,000 | 52,073 | 52,073 | 600,115 CHF | 600,836 CHF | 99.66% | 99.66% |
08/11/2024 | 0.13% | 11.56 CHF | 11.57 CHF | 95,000 | 95,000 | 52,091 | 52,091 | 604,426 CHF | 605,148 CHF | 100.00% | 100.00% |