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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.41% | 12.45 CHF | 12.47 CHF | 150,000 | 150,000 | 122,959 | 122,959 | 1,519,820 CHF | 1,522,530 CHF | 100.00% | 100.00% |
22/11/2024 | 0.42% | 12.79 CHF | 12.81 CHF | 150,000 | 150,000 | 122,976 | 122,976 | 1,512,700 CHF | 1,515,410 CHF | 100.00% | 100.00% |
20/11/2024 | 0.44% | 11.41 CHF | 11.43 CHF | 150,000 | 150,000 | 123,022 | 123,022 | 1,424,530 CHF | 1,427,230 CHF | 100.00% | 100.00% |
19/11/2024 | 0.46% | 11.30 CHF | 11.32 CHF | 150,000 | 150,000 | 122,869 | 122,869 | 1,366,380 CHF | 1,369,080 CHF | 99.66% | 99.66% |
18/11/2024 | 0.44% | 10.84 CHF | 10.86 CHF | 150,000 | 150,000 | 122,982 | 122,982 | 1,357,200 CHF | 1,359,910 CHF | 100.00% | 100.00% |
15/11/2024 | 0.43% | 11.36 CHF | 11.38 CHF | 150,000 | 150,000 | 123,042 | 123,042 | 1,437,520 CHF | 1,440,230 CHF | 100.00% | 100.00% |
14/11/2024 | 0.47% | 11.43 CHF | 11.45 CHF | 150,000 | 150,000 | 123,224 | 123,224 | 1,350,650 CHF | 1,353,360 CHF | 99.08% | 99.08% |
13/11/2024 | 0.50% | 10.67 CHF | 10.69 CHF | 150,000 | 150,000 | 123,009 | 123,009 | 1,292,940 CHF | 1,295,640 CHF | 100.00% | 100.00% |
12/11/2024 | 0.54% | 9.95 CHF | 9.97 CHF | 150,000 | 150,000 | 123,066 | 123,066 | 1,180,300 CHF | 1,183,010 CHF | 100.00% | 100.00% |
11/11/2024 | 0.57% | 8.89 CHF | 8.91 CHF | 150,000 | 150,000 | 123,014 | 123,014 | 1,098,330 CHF | 1,101,040 CHF | 100.00% | 100.00% |