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 | 0.60% | 16.00 CHF | 16.10 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 240,795 CHF | 242,247 CHF | 100.00% | 100.00% |
19/11/2024 | 0.60% | 15.94 CHF | 16.04 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 238,424 CHF | 239,861 CHF | 100.00% | 100.00% |
18/11/2024 | 0.60% | 15.79 CHF | 15.89 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 236,611 CHF | 238,036 CHF | 100.00% | 100.00% |
15/11/2024 | 0.60% | 15.93 CHF | 16.02 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 240,843 CHF | 242,295 CHF | 100.00% | 100.00% |
14/11/2024 | 0.60% | 16.22 CHF | 16.32 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 243,962 CHF | 245,430 CHF | 100.00% | 100.00% |
13/11/2024 | 0.60% | 16.27 CHF | 16.37 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 244,487 CHF | 245,957 CHF | 100.00% | 100.00% |
12/11/2024 | 0.60% | 16.31 CHF | 16.41 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 244,480 CHF | 245,951 CHF | 100.00% | 100.00% |
11/11/2024 | 0.60% | 16.26 CHF | 16.35 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 244,944 CHF | 246,415 CHF | 100.00% | 100.00% |
08/11/2024 | 0.60% | 16.20 CHF | 16.30 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 242,976 CHF | 244,436 CHF | 100.00% | 100.00% |
07/11/2024 | 0.60% | 16.23 CHF | 16.33 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 242,803 CHF | 244,261 CHF | 100.00% | 100.00% |