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 | 0.14% | 11.52 CHF | 11.53 CHF | 97,000 | 97,000 | 31,029 | 31,029 | 357,179 CHF | 357,543 CHF | 99.89% | 99.89% |
19/11/2024 | 0.14% | 11.07 CHF | 11.08 CHF | 100,000 | 100,000 | 31,808 | 31,808 | 348,653 CHF | 349,024 CHF | 100.00% | 100.00% |
18/11/2024 | 0.15% | 10.90 CHF | 10.91 CHF | 100,000 | 100,000 | 32,131 | 32,131 | 341,266 CHF | 341,641 CHF | 99.85% | 99.85% |
15/11/2024 | 0.14% | 10.53 CHF | 10.54 CHF | 105,000 | 105,000 | 32,508 | 32,508 | 346,152 CHF | 346,530 CHF | 100.00% | 100.00% |
14/11/2024 | 0.14% | 10.85 CHF | 10.86 CHF | 100,000 | 100,000 | 31,867 | 31,867 | 345,369 CHF | 345,740 CHF | 100.00% | 100.00% |
13/11/2024 | 0.15% | 10.68 CHF | 10.69 CHF | 100,000 | 100,000 | 33,286 | 33,286 | 352,395 CHF | 352,784 CHF | 100.00% | 100.00% |
12/11/2024 | 0.15% | 10.30 CHF | 10.31 CHF | 105,000 | 105,000 | 33,764 | 33,764 | 347,639 CHF | 348,035 CHF | 100.00% | 100.00% |
11/11/2024 | 0.15% | 10.17 CHF | 10.18 CHF | 105,000 | 105,000 | 33,772 | 33,772 | 340,849 CHF | 341,245 CHF | 100.00% | 100.00% |
08/11/2024 | 0.16% | 9.88 CHF | 9.89 CHF | 110,000 | 110,000 | 34,859 | 34,859 | 346,218 CHF | 346,625 CHF | 100.00% | 100.00% |
07/11/2024 | 0.16% | 9.83 CHF | 9.84 CHF | 110,000 | 110,000 | 35,065 | 35,065 | 341,572 CHF | 341,981 CHF | 100.00% | 100.00% |