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% | 12.12 CHF | 12.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 902,786 CHF | 903,536 CHF | 100.00% | 100.00% |
19/11/2024 | 0.08% | 12.13 CHF | 12.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 922,007 CHF | 922,757 CHF | 99.66% | 99.66% |
18/11/2024 | 0.08% | 12.26 CHF | 12.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 896,665 CHF | 897,415 CHF | 100.00% | 100.00% |
15/11/2024 | 0.09% | 11.69 CHF | 11.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 879,174 CHF | 879,924 CHF | 100.00% | 100.00% |
14/11/2024 | 0.09% | 11.58 CHF | 11.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 844,427 CHF | 845,177 CHF | 99.79% | 99.79% |
13/11/2024 | 0.08% | 11.82 CHF | 11.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 895,163 CHF | 895,913 CHF | 100.00% | 100.00% |
12/11/2024 | 0.09% | 11.65 CHF | 11.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 867,523 CHF | 868,273 CHF | 100.00% | 100.00% |
11/11/2024 | 0.08% | 11.55 CHF | 11.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 905,211 CHF | 905,961 CHF | 100.00% | 100.00% |
08/11/2024 | 0.08% | 12.27 CHF | 12.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 928,209 CHF | 928,959 CHF | 100.00% | 100.00% |
07/11/2024 | 0.08% | 12.61 CHF | 12.62 CHF | 75,000 | 75,000 | 74,997 | 74,997 | 920,617 CHF | 921,367 CHF | 99.49% | 99.49% |