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% | 16.95 CHF | 17.06 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 213,046 CHF | 214,330 CHF | 100.00% | 100.00% |
19/11/2024 | 0.60% | 16.92 CHF | 17.03 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 211,171 CHF | 212,443 CHF | 100.00% | 100.00% |
18/11/2024 | 0.60% | 16.99 CHF | 17.10 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 212,120 CHF | 213,395 CHF | 100.00% | 100.00% |
15/11/2024 | 0.60% | 17.01 CHF | 17.11 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 213,003 CHF | 214,287 CHF | 99.90% | 99.90% |
14/11/2024 | 0.60% | 17.20 CHF | 17.30 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 214,133 CHF | 215,420 CHF | 100.00% | 100.00% |
13/11/2024 | 0.60% | 17.01 CHF | 17.11 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 211,990 CHF | 213,265 CHF | 100.00% | 100.00% |
12/11/2024 | 0.60% | 17.03 CHF | 17.13 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 214,759 CHF | 216,052 CHF | 100.00% | 100.00% |
11/11/2024 | 0.60% | 17.38 CHF | 17.49 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 217,641 CHF | 218,953 CHF | 100.00% | 100.00% |
08/11/2024 | 0.60% | 17.27 CHF | 17.37 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 215,889 CHF | 217,189 CHF | 100.00% | 100.00% |
07/11/2024 | 0.60% | 17.36 CHF | 17.46 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 217,121 CHF | 218,429 CHF | 100.00% | 100.00% |