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 | 0.70% | 17.61 CHF | 17.73 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 221,463 CHF | 223,028 CHF | 99.47% | 99.47% |
19/11/2024 | 0.70% | 17.57 CHF | 17.70 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 219,163 CHF | 220,702 CHF | 100.00% | 100.00% |
18/11/2024 | 0.70% | 17.69 CHF | 17.81 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 221,044 CHF | 222,596 CHF | 100.00% | 100.00% |
15/11/2024 | 0.70% | 17.77 CHF | 17.89 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 222,606 CHF | 224,169 CHF | 99.89% | 99.89% |
14/11/2024 | 0.70% | 17.97 CHF | 18.09 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 223,915 CHF | 225,487 CHF | 100.00% | 100.00% |
13/11/2024 | 0.70% | 17.78 CHF | 17.90 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 221,442 CHF | 222,997 CHF | 100.00% | 100.00% |
12/11/2024 | 0.70% | 17.79 CHF | 17.92 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 224,662 CHF | 226,238 CHF | 100.00% | 100.00% |
11/11/2024 | 0.70% | 18.19 CHF | 18.32 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 227,741 CHF | 229,341 CHF | 100.00% | 100.00% |
08/11/2024 | 0.70% | 18.06 CHF | 18.18 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 225,590 CHF | 227,176 CHF | 100.00% | 100.00% |
07/11/2024 | 0.70% | 18.15 CHF | 18.27 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 226,767 CHF | 228,361 CHF | 100.00% | 100.00% |