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% | 13.30 CHF | 13.31 CHF | 54,000 | 54,000 | 29,899 | 29,899 | 402,994 CHF | 403,294 CHF | 99.90% | 99.90% |
19/11/2024 | 0.08% | 13.27 CHF | 13.28 CHF | 54,000 | 54,000 | 29,788 | 29,788 | 396,546 CHF | 396,845 CHF | 100.00% | 100.00% |
18/11/2024 | 0.08% | 13.50 CHF | 13.51 CHF | 54,000 | 54,000 | 29,872 | 29,872 | 402,575 CHF | 402,874 CHF | 99.55% | 99.55% |
15/11/2024 | 0.07% | 13.50 CHF | 13.51 CHF | 54,000 | 54,000 | 30,001 | 30,001 | 412,411 CHF | 412,711 CHF | 98.95% | 98.95% |
14/11/2024 | 0.07% | 13.90 CHF | 13.91 CHF | 52,000 | 52,000 | 28,835 | 28,835 | 401,494 CHF | 401,783 CHF | 99.67% | 99.67% |
13/11/2024 | 0.07% | 13.65 CHF | 13.66 CHF | 54,000 | 54,000 | 29,856 | 29,856 | 407,414 CHF | 407,713 CHF | 100.00% | 100.00% |
12/11/2024 | 0.08% | 13.59 CHF | 13.60 CHF | 54,000 | 54,000 | 29,853 | 29,853 | 403,153 CHF | 403,452 CHF | 100.00% | 100.00% |
11/11/2024 | 0.07% | 13.46 CHF | 13.47 CHF | 54,000 | 54,000 | 29,861 | 29,861 | 407,425 CHF | 407,724 CHF | 100.00% | 100.00% |
08/11/2024 | 0.07% | 13.62 CHF | 13.63 CHF | 54,000 | 54,000 | 29,924 | 29,924 | 408,685 CHF | 408,985 CHF | 99.20% | 99.20% |
07/11/2024 | 0.08% | 13.68 CHF | 13.69 CHF | 54,000 | 54,000 | 29,884 | 29,884 | 404,925 CHF | 405,224 CHF | 99.88% | 99.88% |