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 | 0.08% | 13.38 CHF | 13.39 CHF | 54,000 | 54,000 | 29,900 | 29,900 | 405,230 CHF | 405,529 CHF | 99.90% | 99.90% |
19/11/2024 | 0.08% | 13.34 CHF | 13.35 CHF | 54,000 | 54,000 | 29,790 | 29,790 | 398,781 CHF | 399,079 CHF | 100.00% | 100.00% |
18/11/2024 | 0.08% | 13.58 CHF | 13.59 CHF | 54,000 | 54,000 | 29,873 | 29,873 | 404,804 CHF | 405,103 CHF | 99.55% | 99.55% |
15/11/2024 | 0.07% | 13.58 CHF | 13.59 CHF | 54,000 | 54,000 | 29,905 | 29,905 | 413,290 CHF | 413,590 CHF | 99.31% | 99.31% |
14/11/2024 | 0.07% | 13.97 CHF | 13.98 CHF | 52,000 | 52,000 | 28,812 | 28,812 | 403,248 CHF | 403,537 CHF | 100.00% | 100.00% |
13/11/2024 | 0.07% | 13.73 CHF | 13.74 CHF | 54,000 | 54,000 | 29,855 | 29,855 | 409,582 CHF | 409,881 CHF | 100.00% | 100.00% |
12/11/2024 | 0.08% | 13.66 CHF | 13.67 CHF | 54,000 | 54,000 | 29,853 | 29,853 | 405,320 CHF | 405,619 CHF | 100.00% | 100.00% |
11/11/2024 | 0.07% | 13.53 CHF | 13.54 CHF | 54,000 | 54,000 | 29,860 | 29,860 | 409,568 CHF | 409,868 CHF | 100.00% | 100.00% |
08/11/2024 | 0.07% | 13.69 CHF | 13.70 CHF | 54,000 | 54,000 | 29,925 | 29,925 | 410,827 CHF | 411,126 CHF | 99.18% | 99.18% |
07/11/2024 | 0.07% | 13.75 CHF | 13.76 CHF | 54,000 | 54,000 | 29,845 | 29,845 | 406,531 CHF | 406,830 CHF | 100.00% | 100.00% |