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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/11/2024 | 0.16% | 12.55 CHF | 12.57 CHF | 21,000 | 21,000 | 21,000 | 21,000 | 262,981 CHF | 263,401 CHF | 99.92% | 99.92% |
27/11/2024 | 0.16% | 12.47 CHF | 12.49 CHF | 21,000 | 21,000 | 21,000 | 21,000 | 261,363 CHF | 261,783 CHF | 100.00% | 100.00% |
26/11/2024 | 0.16% | 12.48 CHF | 12.50 CHF | 21,000 | 21,000 | 21,000 | 21,000 | 263,849 CHF | 264,269 CHF | 100.00% | 100.00% |
25/11/2024 | 0.16% | 12.67 CHF | 12.69 CHF | 21,000 | 21,000 | 20,985 | 20,985 | 265,410 CHF | 265,830 CHF | 100.00% | 100.00% |
22/11/2024 | 0.16% | 12.78 CHF | 12.80 CHF | 21,000 | 21,000 | 21,000 | 21,000 | 266,826 CHF | 267,246 CHF | 99.64% | 99.64% |
20/11/2024 | 0.16% | 12.57 CHF | 12.59 CHF | 21,000 | 21,000 | 21,000 | 21,000 | 265,318 CHF | 265,738 CHF | 99.43% | 99.43% |
19/11/2024 | 0.16% | 12.47 CHF | 12.49 CHF | 21,000 | 21,000 | 21,033 | 21,033 | 262,349 CHF | 262,770 CHF | 100.00% | 100.00% |
18/11/2024 | 0.16% | 12.53 CHF | 12.55 CHF | 21,000 | 21,000 | 21,000 | 21,000 | 262,763 CHF | 263,183 CHF | 99.88% | 99.88% |
15/11/2024 | 0.16% | 12.42 CHF | 12.44 CHF | 21,000 | 21,000 | 21,773 | 21,773 | 268,227 CHF | 268,663 CHF | 100.00% | 100.00% |
14/11/2024 | 0.16% | 12.53 CHF | 12.55 CHF | 21,000 | 21,000 | 21,798 | 21,798 | 268,867 CHF | 269,303 CHF | 98.57% | 98.57% |