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 | 0.09% | 11.53 CHF | 11.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 291,519 CHF | 291,769 CHF | 99.39% | 99.39% |
19/11/2024 | 0.09% | 11.41 CHF | 11.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 281,886 CHF | 282,136 CHF | 99.26% | 99.26% |
18/11/2024 | 0.09% | 11.36 CHF | 11.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 282,318 CHF | 282,568 CHF | 99.30% | 99.30% |
15/11/2024 | 0.09% | 11.19 CHF | 11.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 283,163 CHF | 283,413 CHF | 99.37% | 99.37% |
14/11/2024 | 0.09% | 11.51 CHF | 11.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 286,840 CHF | 287,090 CHF | 99.34% | 99.34% |
13/11/2024 | 0.09% | 11.40 CHF | 11.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 283,230 CHF | 283,480 CHF | 99.36% | 99.36% |
12/11/2024 | 0.09% | 11.58 CHF | 11.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 290,804 CHF | 291,054 CHF | 99.07% | 99.07% |
11/11/2024 | 0.08% | 11.67 CHF | 11.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 294,780 CHF | 295,030 CHF | 99.22% | 99.22% |
08/11/2024 | 0.09% | 11.69 CHF | 11.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 292,362 CHF | 292,612 CHF | 99.38% | 99.38% |
07/11/2024 | 0.09% | 11.62 CHF | 11.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 286,454 CHF | 286,704 CHF | 99.29% | 99.29% |