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 | 0.14% | 11.45 CHF | 11.46 CHF | 92,000 | 92,000 | 50,694 | 50,694 | 577,783 CHF | 578,486 CHF | 100.00% | 100.00% |
20/11/2024 | 0.14% | 11.14 CHF | 11.15 CHF | 94,000 | 94,000 | 51,153 | 51,153 | 574,346 CHF | 575,054 CHF | 99.90% | 99.90% |
19/11/2024 | 0.14% | 11.30 CHF | 11.31 CHF | 93,000 | 93,000 | 51,518 | 51,518 | 577,427 CHF | 578,141 CHF | 100.00% | 100.00% |
18/11/2024 | 0.14% | 11.30 CHF | 11.31 CHF | 93,000 | 93,000 | 51,614 | 51,614 | 575,540 CHF | 576,257 CHF | 99.89% | 99.89% |
15/11/2024 | 0.14% | 11.06 CHF | 11.07 CHF | 94,000 | 94,000 | 51,789 | 51,789 | 576,547 CHF | 577,266 CHF | 99.90% | 99.90% |
14/11/2024 | 0.14% | 11.19 CHF | 11.20 CHF | 94,000 | 94,000 | 52,043 | 52,043 | 577,961 CHF | 578,683 CHF | 97.43% | 97.43% |
13/11/2024 | 0.14% | 10.97 CHF | 10.98 CHF | 95,000 | 95,000 | 52,265 | 52,265 | 570,894 CHF | 571,617 CHF | 100.00% | 100.00% |
12/11/2024 | 0.14% | 11.02 CHF | 11.03 CHF | 95,000 | 95,000 | 52,667 | 52,667 | 576,025 CHF | 576,748 CHF | 97.22% | 97.22% |
11/11/2024 | 0.14% | 10.84 CHF | 10.85 CHF | 95,000 | 95,000 | 52,071 | 52,071 | 572,151 CHF | 572,873 CHF | 99.66% | 99.66% |
08/11/2024 | 0.14% | 11.03 CHF | 11.04 CHF | 95,000 | 95,000 | 50,696 | 50,696 | 561,265 CHF | 561,980 CHF | 85.40% | 85.40% |