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% | 11.38 CHF | 11.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 287,874 CHF | 288,124 CHF | 99.39% | 99.39% |
19/11/2024 | 0.09% | 11.26 CHF | 11.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 278,236 CHF | 278,486 CHF | 98.92% | 98.92% |
18/11/2024 | 0.09% | 11.21 CHF | 11.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 278,672 CHF | 278,922 CHF | 99.28% | 99.28% |
15/11/2024 | 0.09% | 11.05 CHF | 11.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 279,520 CHF | 279,770 CHF | 99.39% | 99.39% |
14/11/2024 | 0.09% | 11.37 CHF | 11.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 283,192 CHF | 283,442 CHF | 99.36% | 99.36% |
13/11/2024 | 0.09% | 11.26 CHF | 11.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 279,587 CHF | 279,837 CHF | 99.35% | 99.35% |
12/11/2024 | 0.09% | 11.44 CHF | 11.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 287,162 CHF | 287,412 CHF | 99.07% | 99.07% |
11/11/2024 | 0.09% | 11.52 CHF | 11.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 291,133 CHF | 291,383 CHF | 99.24% | 99.24% |
08/11/2024 | 0.09% | 11.54 CHF | 11.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 288,712 CHF | 288,962 CHF | 99.39% | 99.39% |
07/11/2024 | 0.09% | 11.47 CHF | 11.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 282,788 CHF | 283,038 CHF | 99.28% | 99.28% |