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% | 12.35 CHF | 12.36 CHF | 97,000 | 97,000 | 31,028 | 31,028 | 383,016 CHF | 383,379 CHF | 99.89% | 99.89% |
19/11/2024 | 0.13% | 11.90 CHF | 11.91 CHF | 100,000 | 100,000 | 31,808 | 31,808 | 375,051 CHF | 375,422 CHF | 100.00% | 100.00% |
18/11/2024 | 0.14% | 11.73 CHF | 11.74 CHF | 100,000 | 100,000 | 32,125 | 32,125 | 367,979 CHF | 368,354 CHF | 99.87% | 99.87% |
15/11/2024 | 0.13% | 11.36 CHF | 11.37 CHF | 105,000 | 105,000 | 32,509 | 32,509 | 373,316 CHF | 373,694 CHF | 100.00% | 100.00% |
14/11/2024 | 0.13% | 11.69 CHF | 11.70 CHF | 100,000 | 100,000 | 31,871 | 31,871 | 372,023 CHF | 372,394 CHF | 100.00% | 100.00% |
13/11/2024 | 0.14% | 11.51 CHF | 11.52 CHF | 100,000 | 100,000 | 33,281 | 33,281 | 379,974 CHF | 380,363 CHF | 100.00% | 100.00% |
12/11/2024 | 0.14% | 11.13 CHF | 11.14 CHF | 105,000 | 105,000 | 33,759 | 33,759 | 375,562 CHF | 375,958 CHF | 100.00% | 100.00% |
11/11/2024 | 0.14% | 10.99 CHF | 11.00 CHF | 105,000 | 105,000 | 33,755 | 33,755 | 368,580 CHF | 368,976 CHF | 100.00% | 100.00% |
08/11/2024 | 0.14% | 10.70 CHF | 10.71 CHF | 110,000 | 110,000 | 34,862 | 34,862 | 374,821 CHF | 375,228 CHF | 100.00% | 100.00% |
07/11/2024 | 0.15% | 10.65 CHF | 10.66 CHF | 110,000 | 110,000 | 35,066 | 35,066 | 370,321 CHF | 370,730 CHF | 100.00% | 100.00% |