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 | 0.17% | 11.57 CHF | 11.59 CHF | 22,200 | 22,200 | 22,108 | 22,108 | 260,546 CHF | 260,989 CHF | 100.00% | 100.00% |
19/11/2024 | 0.17% | 11.47 CHF | 11.49 CHF | 22,100 | 22,100 | 22,105 | 22,105 | 253,169 CHF | 253,611 CHF | 100.00% | 100.00% |
18/11/2024 | 0.18% | 11.57 CHF | 11.59 CHF | 22,300 | 22,300 | 22,296 | 22,296 | 253,371 CHF | 253,817 CHF | 100.00% | 100.00% |
15/11/2024 | 0.17% | 11.51 CHF | 11.53 CHF | 22,100 | 22,100 | 22,009 | 22,009 | 252,843 CHF | 253,283 CHF | 100.00% | 100.00% |
14/11/2024 | 0.17% | 11.80 CHF | 11.82 CHF | 24,200 | 24,200 | 24,100 | 24,100 | 283,479 CHF | 283,961 CHF | 100.00% | 100.00% |
13/11/2024 | 0.19% | 10.32 CHF | 10.34 CHF | 24,400 | 24,400 | 24,314 | 24,314 | 253,757 CHF | 254,243 CHF | 100.00% | 100.00% |
12/11/2024 | 0.18% | 10.74 CHF | 10.76 CHF | 22,600 | 22,600 | 22,333 | 22,333 | 248,852 CHF | 249,299 CHF | 100.00% | 100.00% |
11/11/2024 | 0.17% | 11.71 CHF | 11.73 CHF | 22,400 | 22,400 | 22,303 | 22,303 | 259,819 CHF | 260,265 CHF | 100.00% | 100.00% |
08/11/2024 | 0.18% | 11.50 CHF | 11.52 CHF | 23,000 | 23,000 | 23,097 | 23,097 | 260,817 CHF | 261,279 CHF | 99.19% | 99.19% |
07/11/2024 | 0.18% | 11.04 CHF | 11.06 CHF | 23,400 | 23,400 | 23,200 | 23,200 | 254,793 CHF | 255,257 CHF | 100.00% | 100.00% |