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% | 11.54 CHF | 11.55 CHF | 92,000 | 92,000 | 50,685 | 50,685 | 582,597 CHF | 583,300 CHF | 100.00% | 100.00% |
20/11/2024 | 0.14% | 11.24 CHF | 11.25 CHF | 94,000 | 94,000 | 51,155 | 51,155 | 579,313 CHF | 580,021 CHF | 99.90% | 99.90% |
19/11/2024 | 0.14% | 11.40 CHF | 11.41 CHF | 93,000 | 93,000 | 51,517 | 51,517 | 582,371 CHF | 583,085 CHF | 100.00% | 100.00% |
18/11/2024 | 0.14% | 11.39 CHF | 11.40 CHF | 93,000 | 93,000 | 51,616 | 51,616 | 580,535 CHF | 581,253 CHF | 99.90% | 99.90% |
15/11/2024 | 0.14% | 11.16 CHF | 11.17 CHF | 94,000 | 94,000 | 51,790 | 51,790 | 581,554 CHF | 582,273 CHF | 99.90% | 99.90% |
14/11/2024 | 0.14% | 11.29 CHF | 11.30 CHF | 94,000 | 94,000 | 51,825 | 51,825 | 580,533 CHF | 581,253 CHF | 99.34% | 99.34% |
13/11/2024 | 0.14% | 11.06 CHF | 11.07 CHF | 95,000 | 95,000 | 52,264 | 52,264 | 575,932 CHF | 576,656 CHF | 100.00% | 100.00% |
12/11/2024 | 0.14% | 11.12 CHF | 11.13 CHF | 95,000 | 95,000 | 52,269 | 52,269 | 576,617 CHF | 577,341 CHF | 100.00% | 100.00% |
11/11/2024 | 0.14% | 10.94 CHF | 10.95 CHF | 95,000 | 95,000 | 52,074 | 52,074 | 577,165 CHF | 577,887 CHF | 99.65% | 99.65% |
08/11/2024 | 0.14% | 11.12 CHF | 11.13 CHF | 95,000 | 95,000 | 52,091 | 52,091 | 581,635 CHF | 582,357 CHF | 100.00% | 100.00% |