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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.41% | 11.85 CHF | 11.90 CHF | 6,200 | 6,200 | 6,200 | 6,200 | 75,540 CHF | 75,850 CHF | 100.00% | 100.00% |
22/11/2024 | 0.39% | 12.52 CHF | 12.57 CHF | 6,200 | 6,200 | 6,188 | 6,188 | 79,204 CHF | 79,514 CHF | 100.00% | 100.00% |
20/11/2024 | 0.41% | 12.15 CHF | 12.20 CHF | 6,900 | 6,900 | 6,859 | 6,859 | 82,522 CHF | 82,865 CHF | 100.00% | 100.00% |
19/11/2024 | 0.37% | 11.61 CHF | 11.65 CHF | 7,600 | 7,600 | 7,571 | 7,571 | 87,916 CHF | 88,245 CHF | 100.00% | 100.00% |
18/11/2024 | 0.48% | 10.63 CHF | 10.68 CHF | 7,500 | 7,500 | 7,408 | 7,408 | 76,668 CHF | 77,039 CHF | 100.00% | 100.00% |
15/11/2024 | 0.47% | 10.41 CHF | 10.46 CHF | 6,600 | 6,600 | 6,657 | 6,657 | 71,185 CHF | 71,518 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 11.18 CHF | 11.24 CHF | 5,900 | 5,900 | 5,983 | 5,983 | 70,809 CHF | 71,159 CHF | 100.00% | 100.00% |
13/11/2024 | 0.46% | 12.61 CHF | 12.67 CHF | 5,900 | 5,900 | 5,944 | 5,944 | 76,897 CHF | 77,253 CHF | 100.00% | 100.00% |
12/11/2024 | 0.38% | 13.49 CHF | 13.54 CHF | 6,900 | 6,900 | 6,898 | 6,898 | 90,153 CHF | 90,498 CHF | 99.85% | 99.85% |
11/11/2024 | 0.43% | 11.59 CHF | 11.64 CHF | 6,400 | 6,400 | 6,402 | 6,402 | 74,475 CHF | 74,795 CHF | 99.68% | 99.68% |