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 | 0.60% | 11.17 CHF | 11.24 CHF | 12,100 | 12,100 | 11,302 | 11,302 | 131,174 CHF | 131,965 CHF | 100.00% | 100.00% |
19/11/2024 | 0.64% | 11.16 CHF | 11.23 CHF | 12,100 | 12,100 | 12,100 | 12,100 | 131,497 CHF | 132,344 CHF | 99.84% | 99.84% |
18/11/2024 | 0.62% | 11.06 CHF | 11.13 CHF | 11,700 | 11,700 | 11,532 | 11,532 | 129,328 CHF | 130,135 CHF | 100.00% | 100.00% |
15/11/2024 | 0.60% | 11.43 CHF | 11.50 CHF | 11,200 | 11,200 | 11,433 | 11,433 | 132,386 CHF | 133,186 CHF | 100.00% | 100.00% |
14/11/2024 | 0.62% | 11.26 CHF | 11.33 CHF | 11,600 | 11,600 | 11,511 | 11,511 | 130,498 CHF | 131,304 CHF | 100.00% | 100.00% |
13/11/2024 | 0.62% | 11.77 CHF | 11.84 CHF | 11,100 | 11,100 | 11,748 | 11,748 | 132,099 CHF | 132,921 CHF | 100.00% | 100.00% |
12/11/2024 | 0.60% | 11.32 CHF | 11.39 CHF | 11,300 | 11,300 | 10,598 | 10,598 | 122,713 CHF | 123,456 CHF | 99.86% | 99.86% |
11/11/2024 | 0.56% | 12.13 CHF | 12.20 CHF | 10,800 | 10,800 | 10,800 | 10,800 | 133,634 CHF | 134,390 CHF | 100.00% | 100.00% |
08/11/2024 | 0.59% | 11.76 CHF | 11.83 CHF | 11,000 | 11,000 | 11,000 | 11,000 | 129,825 CHF | 130,595 CHF | 98.88% | 98.88% |
07/11/2024 | 0.60% | 11.35 CHF | 11.42 CHF | 12,000 | 12,000 | 11,414 | 11,414 | 132,136 CHF | 132,935 CHF | 100.00% | 100.00% |