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% | 11.86 CHF | 11.87 CHF | 97,000 | 97,000 | 31,033 | 31,033 | 367,803 CHF | 368,166 CHF | 99.90% | 99.90% |
19/11/2024 | 0.14% | 11.41 CHF | 11.42 CHF | 100,000 | 100,000 | 31,806 | 31,806 | 359,478 CHF | 359,848 CHF | 100.00% | 100.00% |
18/11/2024 | 0.14% | 11.24 CHF | 11.25 CHF | 100,000 | 100,000 | 32,040 | 32,040 | 351,387 CHF | 351,762 CHF | 99.45% | 99.45% |
15/11/2024 | 0.14% | 10.87 CHF | 10.88 CHF | 105,000 | 105,000 | 32,484 | 32,484 | 357,102 CHF | 357,480 CHF | 99.95% | 99.95% |
14/11/2024 | 0.14% | 11.20 CHF | 11.21 CHF | 100,000 | 100,000 | 31,852 | 31,852 | 356,170 CHF | 356,541 CHF | 99.95% | 99.95% |
13/11/2024 | 0.14% | 11.02 CHF | 11.03 CHF | 100,000 | 100,000 | 33,258 | 33,258 | 363,492 CHF | 363,881 CHF | 99.97% | 99.97% |
12/11/2024 | 0.15% | 10.65 CHF | 10.66 CHF | 105,000 | 105,000 | 33,761 | 33,761 | 359,176 CHF | 359,572 CHF | 100.00% | 100.00% |
11/11/2024 | 0.15% | 10.51 CHF | 10.52 CHF | 105,000 | 105,000 | 33,771 | 33,771 | 352,407 CHF | 352,803 CHF | 100.00% | 100.00% |
08/11/2024 | 0.15% | 10.22 CHF | 10.23 CHF | 110,000 | 110,000 | 34,858 | 34,858 | 358,055 CHF | 358,462 CHF | 100.00% | 100.00% |
07/11/2024 | 0.15% | 10.17 CHF | 10.18 CHF | 110,000 | 110,000 | 35,065 | 35,065 | 353,511 CHF | 353,920 CHF | 100.00% | 100.00% |