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 | 0.40% | 13.03 CHF | 13.08 CHF | 13,500 | 13,500 | 13,500 | 13,500 | 176,838 CHF | 177,549 CHF | 100.00% | 100.00% |
19/11/2024 | 0.40% | 13.02 CHF | 13.08 CHF | 13,500 | 13,500 | 13,500 | 13,500 | 175,521 CHF | 176,224 CHF | 100.00% | 100.00% |
18/11/2024 | 0.40% | 13.07 CHF | 13.12 CHF | 13,500 | 13,500 | 13,500 | 13,500 | 176,364 CHF | 177,066 CHF | 100.00% | 100.00% |
15/11/2024 | 0.40% | 13.10 CHF | 13.15 CHF | 13,500 | 13,500 | 13,500 | 13,500 | 177,200 CHF | 177,915 CHF | 100.00% | 100.00% |
14/11/2024 | 0.40% | 13.26 CHF | 13.31 CHF | 13,500 | 13,500 | 13,500 | 13,500 | 178,898 CHF | 179,613 CHF | 100.00% | 100.00% |
13/11/2024 | 0.40% | 13.20 CHF | 13.26 CHF | 13,500 | 13,500 | 13,500 | 13,500 | 177,815 CHF | 178,530 CHF | 100.00% | 100.00% |
12/11/2024 | 0.40% | 13.24 CHF | 13.29 CHF | 13,500 | 13,500 | 13,500 | 13,500 | 180,208 CHF | 180,933 CHF | 100.00% | 100.00% |
11/11/2024 | 0.40% | 13.48 CHF | 13.53 CHF | 13,500 | 13,500 | 13,500 | 13,500 | 182,300 CHF | 183,029 CHF | 100.00% | 100.00% |
08/11/2024 | 0.40% | 13.41 CHF | 13.46 CHF | 13,500 | 13,500 | 13,500 | 13,500 | 180,561 CHF | 181,288 CHF | 100.00% | 100.00% |
07/11/2024 | 0.40% | 13.39 CHF | 13.44 CHF | 13,500 | 13,500 | 13,500 | 13,500 | 180,640 CHF | 181,368 CHF | 100.00% | 100.00% |