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 | 0.13% | 12.13 CHF | 12.14 CHF | 97,000 | 97,000 | 31,029 | 31,029 | 376,114 CHF | 376,477 CHF | 99.89% | 99.89% |
19/11/2024 | 0.13% | 11.68 CHF | 11.69 CHF | 100,000 | 100,000 | 31,805 | 31,805 | 367,964 CHF | 368,335 CHF | 100.00% | 100.00% |
18/11/2024 | 0.14% | 11.51 CHF | 11.52 CHF | 100,000 | 100,000 | 32,126 | 32,126 | 360,839 CHF | 361,215 CHF | 99.87% | 99.87% |
15/11/2024 | 0.14% | 11.14 CHF | 11.15 CHF | 105,000 | 105,000 | 32,510 | 32,510 | 366,066 CHF | 366,444 CHF | 100.00% | 100.00% |
14/11/2024 | 0.14% | 11.46 CHF | 11.47 CHF | 100,000 | 100,000 | 31,867 | 31,867 | 364,861 CHF | 365,232 CHF | 100.00% | 100.00% |
13/11/2024 | 0.14% | 11.29 CHF | 11.30 CHF | 100,000 | 100,000 | 33,288 | 33,288 | 372,667 CHF | 373,056 CHF | 100.00% | 100.00% |
12/11/2024 | 0.14% | 10.91 CHF | 10.92 CHF | 105,000 | 105,000 | 33,765 | 33,765 | 368,146 CHF | 368,542 CHF | 100.00% | 100.00% |
11/11/2024 | 0.15% | 10.77 CHF | 10.78 CHF | 105,000 | 105,000 | 33,772 | 33,772 | 361,307 CHF | 361,703 CHF | 100.00% | 100.00% |
08/11/2024 | 0.15% | 10.48 CHF | 10.49 CHF | 110,000 | 110,000 | 34,863 | 34,863 | 367,200 CHF | 367,606 CHF | 100.00% | 100.00% |
07/11/2024 | 0.15% | 10.43 CHF | 10.44 CHF | 110,000 | 110,000 | 35,065 | 35,065 | 362,622 CHF | 363,031 CHF | 100.00% | 100.00% |