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 | 0.23% | 13.31 CHF | 13.34 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 135,986 CHF | 136,294 CHF | 99.49% | 99.49% |
19/11/2024 | 0.24% | 12.96 CHF | 12.99 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 126,394 CHF | 126,695 CHF | 99.57% | 99.57% |
18/11/2024 | 0.23% | 12.80 CHF | 12.83 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 126,388 CHF | 126,685 CHF | 99.53% | 99.53% |
15/11/2024 | 0.25% | 12.40 CHF | 12.44 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 127,234 CHF | 127,547 CHF | 98.88% | 98.88% |
14/11/2024 | 0.22% | 13.22 CHF | 13.25 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 131,301 CHF | 131,590 CHF | 99.56% | 99.56% |
13/11/2024 | 0.23% | 12.99 CHF | 13.02 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 127,611 CHF | 127,902 CHF | 99.48% | 99.48% |
12/11/2024 | 0.22% | 13.43 CHF | 13.46 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 135,621 CHF | 135,918 CHF | 99.56% | 99.56% |
11/11/2024 | 0.21% | 13.61 CHF | 13.64 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 139,387 CHF | 139,685 CHF | 99.52% | 99.52% |
08/11/2024 | 0.22% | 13.67 CHF | 13.70 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 136,741 CHF | 137,037 CHF | 99.51% | 99.51% |
07/11/2024 | 0.20% | 13.42 CHF | 13.45 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 130,289 CHF | 130,556 CHF | 99.57% | 99.57% |