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 | 0.40% | 12.31 CHF | 12.33 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,535,750 CHF | 1,538,450 CHF | 100.00% | 100.00% |
19/11/2024 | 0.42% | 12.20 CHF | 12.22 CHF | 150,000 | 150,000 | 122,869 | 122,869 | 1,477,280 CHF | 1,479,980 CHF | 99.65% | 99.65% |
18/11/2024 | 0.41% | 11.75 CHF | 11.77 CHF | 150,000 | 150,000 | 122,982 | 122,982 | 1,468,760 CHF | 1,471,460 CHF | 100.00% | 100.00% |
15/11/2024 | 0.40% | 12.27 CHF | 12.29 CHF | 150,000 | 150,000 | 123,039 | 123,039 | 1,549,220 CHF | 1,551,930 CHF | 100.00% | 100.00% |
14/11/2024 | 0.43% | 12.34 CHF | 12.36 CHF | 150,000 | 150,000 | 123,224 | 123,224 | 1,462,680 CHF | 1,465,390 CHF | 99.08% | 99.08% |
13/11/2024 | 0.46% | 11.57 CHF | 11.59 CHF | 150,000 | 150,000 | 123,011 | 123,011 | 1,403,970 CHF | 1,406,670 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 10.86 CHF | 10.88 CHF | 150,000 | 150,000 | 123,066 | 123,066 | 1,291,190 CHF | 1,293,890 CHF | 100.00% | 100.00% |
11/11/2024 | 0.52% | 9.79 CHF | 9.81 CHF | 150,000 | 150,000 | 123,033 | 123,033 | 1,209,110 CHF | 1,211,820 CHF | 100.00% | 100.00% |
08/11/2024 | 0.51% | 9.62 CHF | 9.64 CHF | 150,000 | 150,000 | 123,007 | 123,007 | 1,207,600 CHF | 1,210,300 CHF | 100.00% | 100.00% |
07/11/2024 | 0.76% | 9.86 CHF | 9.88 CHF | 150,000 | 150,000 | 123,043 | 123,043 | 1,167,500 CHF | 1,170,850 CHF | 100.00% | 100.00% |