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 | 0.08% | 12.45 CHF | 12.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,279,540 CHF | 1,280,540 CHF | 99.27% | 99.27% |
19/11/2024 | 0.08% | 12.56 CHF | 12.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,240,380 CHF | 1,241,380 CHF | 98.84% | 98.84% |
18/11/2024 | 0.08% | 12.65 CHF | 12.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,249,020 CHF | 1,250,020 CHF | 99.07% | 99.07% |
15/11/2024 | 0.08% | 12.53 CHF | 12.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,281,720 CHF | 1,282,720 CHF | 97.94% | 97.94% |
14/11/2024 | 0.07% | 13.40 CHF | 13.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,353,610 CHF | 1,354,610 CHF | 97.61% | 97.61% |
13/11/2024 | 0.07% | 13.45 CHF | 13.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,334,850 CHF | 1,335,850 CHF | 98.92% | 98.92% |
12/11/2024 | 0.07% | 13.41 CHF | 13.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,348,230 CHF | 1,349,230 CHF | 99.39% | 99.39% |
11/11/2024 | 0.07% | 13.58 CHF | 13.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,360,510 CHF | 1,361,510 CHF | 98.61% | 98.61% |
08/11/2024 | 0.08% | 13.35 CHF | 13.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,316,830 CHF | 1,317,830 CHF | 99.35% | 99.35% |
07/11/2024 | 0.08% | 13.05 CHF | 13.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,294,370 CHF | 1,295,370 CHF | 95.56% | 95.56% |