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 | 0.07% | 13.66 CHF | 13.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,034,180 CHF | 1,034,930 CHF | 100.00% | 100.00% |
19/11/2024 | 0.07% | 13.78 CHF | 13.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,028,970 CHF | 1,029,720 CHF | 100.00% | 100.00% |
18/11/2024 | 0.07% | 13.94 CHF | 13.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,039,250 CHF | 1,040,000 CHF | 98.93% | 98.93% |
15/11/2024 | 0.07% | 13.79 CHF | 13.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,046,850 CHF | 1,047,600 CHF | 100.00% | 100.00% |
14/11/2024 | 0.07% | 14.22 CHF | 14.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,061,380 CHF | 1,062,130 CHF | 100.00% | 100.00% |
13/11/2024 | 0.07% | 14.07 CHF | 14.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,057,850 CHF | 1,058,600 CHF | 99.86% | 99.86% |
12/11/2024 | 0.07% | 14.35 CHF | 14.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,088,490 CHF | 1,089,240 CHF | 100.00% | 100.00% |
11/11/2024 | 0.07% | 14.71 CHF | 14.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,099,240 CHF | 1,099,990 CHF | 100.00% | 100.00% |
08/11/2024 | 0.07% | 14.39 CHF | 14.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,077,290 CHF | 1,078,040 CHF | 100.00% | 100.00% |
07/11/2024 | 0.07% | 14.48 CHF | 14.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,080,970 CHF | 1,081,720 CHF | 99.68% | 99.68% |