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% | 14.25 CHF | 14.33 CHF | 17,500 | 17,500 | 17,500 | 17,500 | 250,551 CHF | 252,056 CHF | 100.00% | 100.00% |
19/11/2024 | 0.60% | 14.16 CHF | 14.24 CHF | 17,500 | 17,500 | 17,500 | 17,500 | 247,274 CHF | 248,762 CHF | 100.00% | 100.00% |
18/11/2024 | 0.60% | 14.23 CHF | 14.31 CHF | 17,500 | 17,500 | 17,500 | 17,500 | 248,799 CHF | 250,298 CHF | 100.00% | 100.00% |
15/11/2024 | 0.60% | 14.32 CHF | 14.41 CHF | 17,500 | 17,500 | 17,500 | 17,500 | 253,382 CHF | 254,902 CHF | 100.00% | 100.00% |
14/11/2024 | 0.60% | 14.72 CHF | 14.81 CHF | 17,500 | 17,500 | 17,500 | 17,500 | 257,570 CHF | 259,123 CHF | 100.00% | 100.00% |
13/11/2024 | 0.60% | 14.63 CHF | 14.72 CHF | 17,500 | 17,500 | 17,500 | 17,500 | 255,004 CHF | 256,544 CHF | 100.00% | 100.00% |
12/11/2024 | 0.60% | 14.48 CHF | 14.56 CHF | 17,500 | 17,500 | 17,500 | 17,500 | 253,567 CHF | 255,090 CHF | 100.00% | 100.00% |
11/11/2024 | 0.60% | 14.54 CHF | 14.63 CHF | 17,500 | 17,500 | 17,500 | 17,500 | 254,138 CHF | 255,666 CHF | 99.80% | 99.80% |
08/11/2024 | 0.60% | 14.40 CHF | 14.49 CHF | 17,500 | 17,500 | 17,500 | 17,500 | 250,746 CHF | 252,253 CHF | 100.00% | 100.00% |
07/11/2024 | 0.60% | 14.31 CHF | 14.39 CHF | 17,500 | 17,500 | 17,500 | 17,500 | 249,264 CHF | 250,768 CHF | 100.00% | 100.00% |