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 | 0.13% | 15.31 CHF | 15.33 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 233,939 CHF | 234,239 CHF | 100.00% | 100.00% |
19/11/2024 | 0.13% | 15.24 CHF | 15.26 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 229,757 CHF | 230,057 CHF | 100.00% | 100.00% |
18/11/2024 | 0.13% | 15.98 CHF | 16.00 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 237,699 CHF | 237,999 CHF | 100.00% | 100.00% |
15/11/2024 | 0.13% | 15.87 CHF | 15.89 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 239,636 CHF | 239,936 CHF | 99.99% | 99.99% |
14/11/2024 | 0.13% | 15.85 CHF | 15.87 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 234,556 CHF | 234,856 CHF | 100.00% | 100.00% |
13/11/2024 | 0.13% | 15.27 CHF | 15.29 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 229,248 CHF | 229,548 CHF | 100.00% | 100.00% |
12/11/2024 | 0.13% | 15.00 CHF | 15.02 CHF | 15,000 | 15,000 | 15,001 | 15,001 | 235,124 CHF | 235,424 CHF | 99.85% | 99.85% |
11/11/2024 | 0.12% | 16.48 CHF | 16.50 CHF | 15,000 | 15,000 | 14,920 | 14,920 | 248,726 CHF | 249,024 CHF | 99.58% | 99.58% |
08/11/2024 | 0.12% | 16.48 CHF | 16.50 CHF | 15,000 | 15,000 | 14,825 | 14,825 | 246,436 CHF | 246,733 CHF | 99.44% | 99.44% |
07/11/2024 | 0.12% | 17.69 CHF | 17.71 CHF | 14,000 | 14,000 | 14,068 | 14,068 | 244,273 CHF | 244,555 CHF | 100.00% | 100.00% |