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% | 12.69 CHF | 12.70 CHF | 97,000 | 97,000 | 30,997 | 30,997 | 392,886 CHF | 393,249 CHF | 99.84% | 99.84% |
19/11/2024 | 0.13% | 12.23 CHF | 12.24 CHF | 100,000 | 100,000 | 31,806 | 31,806 | 385,577 CHF | 385,948 CHF | 100.00% | 100.00% |
18/11/2024 | 0.13% | 12.06 CHF | 12.07 CHF | 100,000 | 100,000 | 32,022 | 32,022 | 377,578 CHF | 377,952 CHF | 99.48% | 99.48% |
15/11/2024 | 0.13% | 11.70 CHF | 11.71 CHF | 105,000 | 105,000 | 32,443 | 32,443 | 383,421 CHF | 383,799 CHF | 99.90% | 99.90% |
14/11/2024 | 0.13% | 12.02 CHF | 12.03 CHF | 100,000 | 100,000 | 31,832 | 31,832 | 382,208 CHF | 382,579 CHF | 99.95% | 99.95% |
13/11/2024 | 0.13% | 11.84 CHF | 11.85 CHF | 100,000 | 100,000 | 33,267 | 33,267 | 390,874 CHF | 391,263 CHF | 99.97% | 99.97% |
12/11/2024 | 0.14% | 11.46 CHF | 11.47 CHF | 105,000 | 105,000 | 33,760 | 33,760 | 386,804 CHF | 387,200 CHF | 100.00% | 100.00% |
11/11/2024 | 0.14% | 11.33 CHF | 11.34 CHF | 105,000 | 105,000 | 33,738 | 33,738 | 379,618 CHF | 380,014 CHF | 100.00% | 100.00% |
08/11/2024 | 0.14% | 11.03 CHF | 11.04 CHF | 110,000 | 110,000 | 34,862 | 34,862 | 386,335 CHF | 386,742 CHF | 100.00% | 100.00% |
07/11/2024 | 0.14% | 10.98 CHF | 10.99 CHF | 110,000 | 110,000 | 35,064 | 35,064 | 381,893 CHF | 382,302 CHF | 100.00% | 100.00% |