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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.07% | 13.50 CHF | 13.51 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 267,296 CHF | 267,496 CHF | 99.31% | 99.31% |
20/11/2024 | 0.08% | 12.95 CHF | 12.96 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 261,437 CHF | 261,637 CHF | 99.39% | 99.39% |
19/11/2024 | 0.08% | 12.92 CHF | 12.93 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 257,477 CHF | 257,677 CHF | 99.31% | 99.31% |
18/11/2024 | 0.08% | 13.00 CHF | 13.01 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 258,722 CHF | 258,922 CHF | 99.25% | 99.25% |
15/11/2024 | 0.08% | 12.94 CHF | 12.95 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 259,006 CHF | 259,206 CHF | 99.38% | 99.38% |
14/11/2024 | 0.08% | 12.92 CHF | 12.93 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 255,669 CHF | 255,869 CHF | 99.37% | 99.37% |
13/11/2024 | 0.08% | 12.71 CHF | 12.72 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 255,164 CHF | 255,364 CHF | 99.36% | 99.36% |
12/11/2024 | 0.08% | 12.73 CHF | 12.74 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 259,485 CHF | 259,685 CHF | 99.10% | 99.10% |
11/11/2024 | 0.08% | 13.24 CHF | 13.25 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 266,183 CHF | 266,383 CHF | 99.31% | 99.31% |
08/11/2024 | 0.08% | 12.84 CHF | 12.85 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 258,720 CHF | 258,920 CHF | 99.38% | 99.38% |