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 | 0.56% | 10.85 CHF | 10.91 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 160,397 CHF | 161,297 CHF | 99.42% | 99.42% |
19/11/2024 | 0.55% | 10.54 CHF | 10.60 CHF | 15,000 | 15,000 | 14,995 | 14,995 | 163,565 CHF | 164,465 CHF | 100.00% | 100.00% |
18/11/2024 | 0.52% | 11.16 CHF | 11.22 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 173,749 CHF | 174,649 CHF | 99.26% | 99.26% |
15/11/2024 | 0.50% | 11.93 CHF | 11.99 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 179,489 CHF | 180,389 CHF | 100.00% | 100.00% |
14/11/2024 | 0.48% | 12.49 CHF | 12.55 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 187,630 CHF | 188,530 CHF | 100.00% | 100.00% |
13/11/2024 | 0.50% | 12.21 CHF | 12.27 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 181,287 CHF | 182,187 CHF | 100.00% | 100.00% |
12/11/2024 | 0.51% | 12.12 CHF | 12.18 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 177,508 CHF | 178,408 CHF | 99.79% | 99.79% |
11/11/2024 | 0.53% | 11.42 CHF | 11.48 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 169,678 CHF | 170,578 CHF | 99.74% | 99.74% |
08/11/2024 | 0.55% | 11.19 CHF | 11.25 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 164,192 CHF | 165,092 CHF | 99.15% | 99.15% |
07/11/2024 | 0.57% | 10.44 CHF | 10.50 CHF | 15,000 | 15,000 | 14,996 | 14,996 | 157,209 CHF | 158,109 CHF | 100.00% | 100.00% |