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 | 0.42% | 12.10 CHF | 12.15 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 119,358 CHF | 119,853 CHF | 100.00% | 100.00% |
19/11/2024 | 0.42% | 11.90 CHF | 11.95 CHF | 10,000 | 10,000 | 9,904 | 9,904 | 117,869 CHF | 118,364 CHF | 98.71% | 98.71% |
18/11/2024 | 0.44% | 11.55 CHF | 11.60 CHF | 10,000 | 10,000 | 9,905 | 9,905 | 113,097 CHF | 113,593 CHF | 100.00% | 100.00% |
15/11/2024 | 0.43% | 11.45 CHF | 11.50 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 115,818 CHF | 116,318 CHF | 71.68% | 71.68% |
14/11/2024 | 0.42% | 11.75 CHF | 11.80 CHF | 10,000 | 10,000 | 9,905 | 9,905 | 118,395 CHF | 118,891 CHF | 100.00% | 100.00% |
13/11/2024 | 0.41% | 12.20 CHF | 12.25 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 121,795 CHF | 122,291 CHF | 99.81% | 99.81% |
12/11/2024 | 0.41% | 12.45 CHF | 12.50 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 122,081 CHF | 122,576 CHF | 100.00% | 100.00% |
11/11/2024 | 0.43% | 11.80 CHF | 11.85 CHF | 10,000 | 10,000 | 9,837 | 9,837 | 116,482 CHF | 116,974 CHF | 100.00% | 100.00% |
08/11/2024 | 0.43% | 12.05 CHF | 12.10 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 116,235 CHF | 116,731 CHF | 100.00% | 100.00% |
07/11/2024 | 0.47% | 10.55 CHF | 10.60 CHF | 10,000 | 10,000 | 9,907 | 9,907 | 105,142 CHF | 105,638 CHF | 100.00% | 100.00% |