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% | 14.02 CHF | 14.10 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 211,065 CHF | 212,337 CHF | 100.00% | 100.00% |
19/11/2024 | 0.60% | 13.97 CHF | 14.05 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 209,016 CHF | 210,276 CHF | 100.00% | 100.00% |
18/11/2024 | 0.60% | 13.94 CHF | 14.02 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 208,543 CHF | 209,802 CHF | 100.00% | 100.00% |
15/11/2024 | 0.60% | 14.00 CHF | 14.08 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 210,767 CHF | 212,037 CHF | 100.00% | 100.00% |
14/11/2024 | 0.60% | 14.17 CHF | 14.26 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 212,348 CHF | 213,623 CHF | 100.00% | 100.00% |
13/11/2024 | 0.60% | 14.13 CHF | 14.22 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 212,321 CHF | 213,596 CHF | 99.92% | 99.92% |
12/11/2024 | 0.60% | 14.27 CHF | 14.35 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 214,830 CHF | 216,120 CHF | 100.00% | 100.00% |
11/11/2024 | 0.60% | 14.35 CHF | 14.44 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 215,052 CHF | 216,342 CHF | 100.00% | 100.00% |
08/11/2024 | 0.60% | 14.19 CHF | 14.27 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 212,227 CHF | 213,502 CHF | 100.00% | 100.00% |
07/11/2024 | 0.60% | 14.10 CHF | 14.18 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 211,273 CHF | 212,548 CHF | 100.00% | 100.00% |