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% | 11.77 CHF | 11.79 CHF | 150,000 | 150,000 | 123,021 | 123,021 | 1,469,350 CHF | 1,472,050 CHF | 100.00% | 100.00% |
19/11/2024 | 0.44% | 11.66 CHF | 11.68 CHF | 150,000 | 150,000 | 122,864 | 122,864 | 1,410,960 CHF | 1,413,660 CHF | 99.64% | 99.64% |
18/11/2024 | 0.43% | 11.21 CHF | 11.23 CHF | 150,000 | 150,000 | 123,026 | 123,026 | 1,402,620 CHF | 1,405,320 CHF | 100.00% | 100.00% |
15/11/2024 | 0.42% | 11.72 CHF | 11.74 CHF | 150,000 | 150,000 | 123,039 | 123,039 | 1,482,470 CHF | 1,485,170 CHF | 100.00% | 100.00% |
14/11/2024 | 0.45% | 11.80 CHF | 11.82 CHF | 150,000 | 150,000 | 123,224 | 123,224 | 1,395,800 CHF | 1,398,500 CHF | 99.08% | 99.08% |
13/11/2024 | 0.48% | 11.03 CHF | 11.05 CHF | 150,000 | 150,000 | 123,007 | 123,007 | 1,337,620 CHF | 1,340,320 CHF | 100.00% | 100.00% |
12/11/2024 | 0.52% | 10.32 CHF | 10.34 CHF | 150,000 | 150,000 | 123,067 | 123,067 | 1,224,970 CHF | 1,227,670 CHF | 100.00% | 100.00% |
11/11/2024 | 0.55% | 9.26 CHF | 9.28 CHF | 150,000 | 150,000 | 123,033 | 123,033 | 1,143,030 CHF | 1,145,730 CHF | 100.00% | 100.00% |
08/11/2024 | 0.54% | 9.08 CHF | 9.10 CHF | 150,000 | 150,000 | 123,007 | 123,007 | 1,142,120 CHF | 1,144,820 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 9.32 CHF | 9.34 CHF | 150,000 | 150,000 | 123,041 | 123,041 | 1,101,770 CHF | 1,105,110 CHF | 100.00% | 100.00% |