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 | 0.07% | 14.37 CHF | 14.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,071,790 CHF | 1,072,540 CHF | 100.00% | 100.00% |
19/11/2024 | 0.07% | 14.36 CHF | 14.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,089,900 CHF | 1,090,650 CHF | 99.93% | 99.93% |
18/11/2024 | 0.07% | 14.51 CHF | 14.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,065,330 CHF | 1,066,080 CHF | 100.00% | 100.00% |
15/11/2024 | 0.07% | 13.94 CHF | 13.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,047,430 CHF | 1,048,180 CHF | 100.00% | 100.00% |
14/11/2024 | 0.07% | 13.83 CHF | 13.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,013,520 CHF | 1,014,270 CHF | 99.79% | 99.79% |
13/11/2024 | 0.07% | 14.06 CHF | 14.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,063,080 CHF | 1,063,830 CHF | 100.00% | 100.00% |
12/11/2024 | 0.07% | 13.88 CHF | 13.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,034,550 CHF | 1,035,300 CHF | 100.00% | 100.00% |
11/11/2024 | 0.07% | 13.78 CHF | 13.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,072,460 CHF | 1,073,210 CHF | 100.00% | 100.00% |
08/11/2024 | 0.07% | 14.49 CHF | 14.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,094,360 CHF | 1,095,110 CHF | 100.00% | 100.00% |
07/11/2024 | 0.07% | 14.82 CHF | 14.83 CHF | 75,000 | 75,000 | 74,996 | 74,996 | 1,087,110 CHF | 1,087,860 CHF | 99.47% | 99.47% |