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 | 0.15% | 14.79 CHF | 14.80 CHF | 32,000 | 32,000 | 17,672 | 17,672 | 267,647 CHF | 267,999 CHF | 99.77% | 99.77% |
19/11/2024 | 0.16% | 15.03 CHF | 15.04 CHF | 32,000 | 32,000 | 17,754 | 17,754 | 261,656 CHF | 262,010 CHF | 100.00% | 100.00% |
18/11/2024 | 0.16% | 14.75 CHF | 14.76 CHF | 32,000 | 32,000 | 17,886 | 17,886 | 260,546 CHF | 260,901 CHF | 99.90% | 99.90% |
15/11/2024 | 0.16% | 14.27 CHF | 14.28 CHF | 33,000 | 33,000 | 17,836 | 17,836 | 262,751 CHF | 263,106 CHF | 99.24% | 99.24% |
14/11/2024 | 0.15% | 15.03 CHF | 15.04 CHF | 32,000 | 32,000 | 17,188 | 17,188 | 265,931 CHF | 266,281 CHF | 99.87% | 99.87% |
13/11/2024 | 0.15% | 15.61 CHF | 15.62 CHF | 32,000 | 32,000 | 17,577 | 17,577 | 277,687 CHF | 278,038 CHF | 100.00% | 100.00% |
12/11/2024 | 0.15% | 15.67 CHF | 15.68 CHF | 32,000 | 32,000 | 17,501 | 17,501 | 275,143 CHF | 275,494 CHF | 99.90% | 99.90% |
11/11/2024 | 0.15% | 15.62 CHF | 15.63 CHF | 32,000 | 32,000 | 17,563 | 17,563 | 272,218 CHF | 272,570 CHF | 99.17% | 99.17% |
08/11/2024 | 0.15% | 15.34 CHF | 15.35 CHF | 32,000 | 32,000 | 17,630 | 17,630 | 273,030 CHF | 273,382 CHF | 98.72% | 98.72% |
07/11/2024 | 0.15% | 15.39 CHF | 15.40 CHF | 32,000 | 32,000 | 17,673 | 17,673 | 269,151 CHF | 269,504 CHF | 99.47% | 99.47% |