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 | 0.08% | 12.37 CHF | 12.38 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 568,859 CHF | 569,309 CHF | 100.00% | 100.00% |
19/11/2024 | 0.08% | 12.41 CHF | 12.42 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 551,883 CHF | 552,333 CHF | 100.00% | 100.00% |
18/11/2024 | 0.08% | 12.46 CHF | 12.47 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 554,941 CHF | 555,391 CHF | 99.59% | 99.59% |
15/11/2024 | 0.08% | 12.37 CHF | 12.38 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 567,659 CHF | 568,109 CHF | 100.00% | 100.00% |
14/11/2024 | 0.08% | 13.11 CHF | 13.12 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 595,461 CHF | 595,911 CHF | 100.00% | 100.00% |
13/11/2024 | 0.08% | 13.13 CHF | 13.14 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 587,477 CHF | 587,927 CHF | 100.00% | 100.00% |
12/11/2024 | 0.08% | 13.11 CHF | 13.12 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 592,968 CHF | 593,418 CHF | 100.00% | 100.00% |
11/11/2024 | 0.08% | 13.25 CHF | 13.26 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 598,213 CHF | 598,663 CHF | 100.00% | 100.00% |
08/11/2024 | 0.08% | 13.04 CHF | 13.05 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 577,901 CHF | 578,351 CHF | 100.00% | 100.00% |
07/11/2024 | 0.08% | 12.75 CHF | 12.76 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 569,768 CHF | 570,218 CHF | 99.67% | 99.67% |