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% | 14.90 CHF | 14.91 CHF | 54,000 | 54,000 | 29,900 | 29,900 | 450,793 CHF | 451,092 CHF | 99.90% | 99.90% |
19/11/2024 | 0.07% | 14.86 CHF | 14.87 CHF | 54,000 | 54,000 | 29,789 | 29,789 | 444,014 CHF | 444,312 CHF | 100.00% | 100.00% |
18/11/2024 | 0.07% | 15.10 CHF | 15.11 CHF | 54,000 | 54,000 | 29,873 | 29,873 | 450,387 CHF | 450,686 CHF | 99.55% | 99.55% |
15/11/2024 | 0.07% | 15.11 CHF | 15.12 CHF | 54,000 | 54,000 | 30,002 | 30,002 | 460,464 CHF | 460,764 CHF | 98.96% | 98.96% |
14/11/2024 | 0.07% | 15.50 CHF | 15.51 CHF | 52,000 | 52,000 | 28,835 | 28,835 | 447,682 CHF | 447,971 CHF | 99.67% | 99.67% |
13/11/2024 | 0.07% | 15.25 CHF | 15.26 CHF | 54,000 | 54,000 | 29,855 | 29,855 | 454,914 CHF | 455,213 CHF | 100.00% | 100.00% |
12/11/2024 | 0.07% | 15.18 CHF | 15.19 CHF | 54,000 | 54,000 | 29,853 | 29,853 | 450,565 CHF | 450,864 CHF | 100.00% | 100.00% |
11/11/2024 | 0.07% | 15.04 CHF | 15.05 CHF | 54,000 | 54,000 | 29,860 | 29,860 | 454,712 CHF | 455,011 CHF | 100.00% | 100.00% |
08/11/2024 | 0.07% | 15.19 CHF | 15.20 CHF | 54,000 | 54,000 | 29,923 | 29,923 | 455,671 CHF | 455,971 CHF | 99.20% | 99.20% |
07/11/2024 | 0.07% | 15.25 CHF | 15.26 CHF | 54,000 | 54,000 | 29,844 | 29,844 | 451,342 CHF | 451,640 CHF | 100.00% | 100.00% |