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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.80% | 12.97 CHF | 13.07 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 193,570 CHF | 195,125 CHF | 100.00% | 100.00% |
22/11/2024 | 0.80% | 12.81 CHF | 12.91 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 189,513 CHF | 191,037 CHF | 100.00% | 100.00% |
20/11/2024 | 0.80% | 12.29 CHF | 12.39 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 184,378 CHF | 185,862 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 12.22 CHF | 12.32 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 183,297 CHF | 184,768 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 12.33 CHF | 12.42 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 184,607 CHF | 186,090 CHF | 99.45% | 99.45% |
15/11/2024 | 0.80% | 12.32 CHF | 12.42 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 185,529 CHF | 187,017 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 12.51 CHF | 12.61 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 189,083 CHF | 190,601 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 12.60 CHF | 12.70 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 186,778 CHF | 188,280 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 12.50 CHF | 12.60 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 187,824 CHF | 189,335 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 12.54 CHF | 12.64 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 188,288 CHF | 189,803 CHF | 100.00% | 100.00% |