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 | 0.37% | 13.39 CHF | 13.41 CHF | 150,000 | 150,000 | 123,009 | 123,009 | 1,668,460 CHF | 1,671,170 CHF | 100.00% | 100.00% |
19/11/2024 | 0.39% | 13.27 CHF | 13.29 CHF | 150,000 | 150,000 | 122,964 | 122,964 | 1,610,780 CHF | 1,613,480 CHF | 100.00% | 100.00% |
18/11/2024 | 0.38% | 12.83 CHF | 12.85 CHF | 150,000 | 150,000 | 122,982 | 122,982 | 1,601,680 CHF | 1,604,380 CHF | 100.00% | 100.00% |
15/11/2024 | 0.37% | 13.35 CHF | 13.37 CHF | 150,000 | 150,000 | 123,040 | 123,040 | 1,682,360 CHF | 1,685,060 CHF | 100.00% | 100.00% |
14/11/2024 | 0.40% | 13.42 CHF | 13.44 CHF | 150,000 | 150,000 | 123,224 | 123,224 | 1,596,150 CHF | 1,598,860 CHF | 99.08% | 99.08% |
13/11/2024 | 0.42% | 12.65 CHF | 12.67 CHF | 150,000 | 150,000 | 123,009 | 123,009 | 1,536,210 CHF | 1,538,920 CHF | 100.00% | 100.00% |
12/11/2024 | 0.45% | 11.93 CHF | 11.95 CHF | 150,000 | 150,000 | 123,067 | 123,067 | 1,423,360 CHF | 1,426,070 CHF | 100.00% | 100.00% |
11/11/2024 | 0.47% | 10.86 CHF | 10.88 CHF | 150,000 | 150,000 | 123,014 | 123,014 | 1,340,670 CHF | 1,343,380 CHF | 100.00% | 100.00% |
08/11/2024 | 0.46% | 10.68 CHF | 10.70 CHF | 150,000 | 150,000 | 123,006 | 123,006 | 1,338,180 CHF | 1,340,880 CHF | 100.00% | 100.00% |
07/11/2024 | 0.68% | 10.92 CHF | 10.94 CHF | 150,000 | 150,000 | 123,042 | 123,042 | 1,298,500 CHF | 1,301,850 CHF | 100.00% | 100.00% |