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% | 12.60 CHF | 12.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,251,600 CHF | 1,252,600 CHF | 100.00% | 100.00% |
19/11/2024 | 0.09% | 12.60 CHF | 12.61 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 1,259,400 CHF | 1,260,420 CHF | 100.00% | 100.00% |
18/11/2024 | 0.08% | 12.74 CHF | 12.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,243,220 CHF | 1,244,220 CHF | 100.00% | 100.00% |
15/11/2024 | 0.10% | 12.16 CHF | 12.17 CHF | 100,000 | 100,000 | 98,303 | 98,303 | 1,198,740 CHF | 1,199,770 CHF | 100.00% | 100.00% |
14/11/2024 | 0.09% | 12.05 CHF | 12.06 CHF | 100,000 | 100,000 | 99,349 | 99,349 | 1,165,760 CHF | 1,166,770 CHF | 99.28% | 99.28% |
13/11/2024 | 0.09% | 12.29 CHF | 12.30 CHF | 100,000 | 100,000 | 99,418 | 99,418 | 1,233,840 CHF | 1,234,850 CHF | 96.48% | 96.48% |
12/11/2024 | 0.08% | 12.12 CHF | 12.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,203,700 CHF | 1,204,700 CHF | 100.00% | 100.00% |
11/11/2024 | 0.08% | 12.02 CHF | 12.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,254,110 CHF | 1,255,110 CHF | 99.99% | 99.99% |
08/11/2024 | 0.08% | 12.75 CHF | 12.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,284,710 CHF | 1,285,710 CHF | 100.00% | 100.00% |
07/11/2024 | 0.08% | 13.07 CHF | 13.08 CHF | 100,000 | 100,000 | 99,694 | 99,694 | 1,270,110 CHF | 1,271,120 CHF | 99.92% | 99.92% |