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% | 13.84 CHF | 13.85 CHF | 54,000 | 54,000 | 29,899 | 29,899 | 418,944 CHF | 419,243 CHF | 99.90% | 99.90% |
19/11/2024 | 0.07% | 13.80 CHF | 13.81 CHF | 54,000 | 54,000 | 29,789 | 29,789 | 412,420 CHF | 412,718 CHF | 100.00% | 100.00% |
18/11/2024 | 0.07% | 14.04 CHF | 14.05 CHF | 54,000 | 54,000 | 29,873 | 29,873 | 418,530 CHF | 418,829 CHF | 99.55% | 99.55% |
15/11/2024 | 0.07% | 14.04 CHF | 14.05 CHF | 54,000 | 54,000 | 29,899 | 29,899 | 426,939 CHF | 427,238 CHF | 99.28% | 99.28% |
14/11/2024 | 0.07% | 14.43 CHF | 14.44 CHF | 52,000 | 52,000 | 28,812 | 28,812 | 416,474 CHF | 416,763 CHF | 100.00% | 100.00% |
13/11/2024 | 0.07% | 14.18 CHF | 14.19 CHF | 54,000 | 54,000 | 29,856 | 29,856 | 423,222 CHF | 423,521 CHF | 100.00% | 100.00% |
12/11/2024 | 0.07% | 14.12 CHF | 14.13 CHF | 54,000 | 54,000 | 29,853 | 29,853 | 418,945 CHF | 419,244 CHF | 100.00% | 100.00% |
11/11/2024 | 0.07% | 13.99 CHF | 14.00 CHF | 54,000 | 54,000 | 29,860 | 29,860 | 423,140 CHF | 423,439 CHF | 100.00% | 100.00% |
08/11/2024 | 0.07% | 14.14 CHF | 14.15 CHF | 54,000 | 54,000 | 29,925 | 29,925 | 424,300 CHF | 424,599 CHF | 99.19% | 99.19% |
07/11/2024 | 0.07% | 14.20 CHF | 14.21 CHF | 54,000 | 54,000 | 29,844 | 29,844 | 419,982 CHF | 420,281 CHF | 99.94% | 99.94% |