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% | 11.74 CHF | 11.75 CHF | 97,000 | 97,000 | 31,032 | 31,032 | 363,908 CHF | 364,272 CHF | 99.90% | 99.90% |
19/11/2024 | 0.14% | 11.29 CHF | 11.30 CHF | 100,000 | 100,000 | 31,805 | 31,805 | 355,450 CHF | 355,820 CHF | 100.00% | 100.00% |
18/11/2024 | 0.14% | 11.11 CHF | 11.12 CHF | 100,000 | 100,000 | 32,131 | 32,131 | 348,200 CHF | 348,576 CHF | 99.88% | 99.88% |
15/11/2024 | 0.14% | 10.75 CHF | 10.76 CHF | 105,000 | 105,000 | 32,510 | 32,510 | 353,216 CHF | 353,594 CHF | 100.00% | 100.00% |
14/11/2024 | 0.14% | 11.07 CHF | 11.08 CHF | 100,000 | 100,000 | 31,871 | 31,871 | 352,301 CHF | 352,672 CHF | 100.00% | 100.00% |
13/11/2024 | 0.14% | 10.89 CHF | 10.90 CHF | 100,000 | 100,000 | 33,281 | 33,281 | 359,491 CHF | 359,880 CHF | 100.00% | 100.00% |
12/11/2024 | 0.15% | 10.52 CHF | 10.53 CHF | 105,000 | 105,000 | 33,760 | 33,760 | 354,827 CHF | 355,222 CHF | 100.00% | 100.00% |
11/11/2024 | 0.15% | 10.38 CHF | 10.39 CHF | 105,000 | 105,000 | 33,755 | 33,755 | 347,898 CHF | 348,294 CHF | 100.00% | 100.00% |
08/11/2024 | 0.15% | 10.09 CHF | 10.10 CHF | 110,000 | 110,000 | 34,862 | 34,862 | 353,647 CHF | 354,054 CHF | 100.00% | 100.00% |
07/11/2024 | 0.16% | 10.05 CHF | 10.06 CHF | 110,000 | 110,000 | 35,066 | 35,066 | 349,012 CHF | 349,421 CHF | 100.00% | 100.00% |