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 | 0.30% | 11.86 CHF | 11.88 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 120,047 CHF | 69,739 CHF | 99.67% | 99.67% |
19/11/2024 | 0.31% | 11.64 CHF | 11.66 CHF | 10,000 | 10,000 | 10,000 | 5,805 | 116,123 CHF | 67,504 CHF | 99.10% | 99.10% |
18/11/2024 | 0.30% | 11.84 CHF | 11.86 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 121,429 CHF | 70,382 CHF | 99.62% | 99.62% |
15/11/2024 | 0.29% | 12.14 CHF | 12.16 CHF | 10,000 | 10,000 | 10,000 | 5,800 | 123,094 CHF | 71,422 CHF | 99.66% | 99.66% |
14/11/2024 | 0.27% | 12.88 CHF | 12.90 CHF | 10,000 | 10,000 | 10,000 | 5,800 | 134,529 CHF | 77,557 CHF | 99.68% | 99.68% |
13/11/2024 | 0.27% | 13.86 CHF | 13.88 CHF | 10,000 | 10,000 | 10,000 | 5,870 | 134,564 CHF | 79,524 CHF | 97.56% | 97.56% |
12/11/2024 | 0.27% | 13.74 CHF | 13.76 CHF | 10,000 | 10,000 | 10,000 | 5,839 | 133,485 CHF | 78,585 CHF | 95.11% | 95.11% |
11/11/2024 | 0.30% | 13.26 CHF | 13.28 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 121,939 CHF | 71,995 CHF | 99.65% | 99.65% |
08/11/2024 | 0.34% | 11.14 CHF | 11.16 CHF | 10,000 | 10,000 | 10,000 | 5,810 | 106,194 CHF | 62,165 CHF | 99.68% | 99.68% |
07/11/2024 | 0.35% | 10.66 CHF | 10.68 CHF | 10,000 | 10,000 | 10,000 | 5,809 | 103,904 CHF | 60,793 CHF | 99.67% | 99.67% |