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 | 0.80% | 13.80 CHF | 13.91 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 207,547 CHF | 209,211 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 13.73 CHF | 13.84 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 206,215 CHF | 207,871 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 13.88 CHF | 13.99 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 207,910 CHF | 209,576 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 13.88 CHF | 13.99 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 208,708 CHF | 210,386 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 14.04 CHF | 14.16 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 210,536 CHF | 212,227 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 14.02 CHF | 14.13 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 210,521 CHF | 212,215 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 14.00 CHF | 14.11 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 210,434 CHF | 212,129 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 14.09 CHF | 14.20 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 210,510 CHF | 212,201 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 13.91 CHF | 14.03 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 208,801 CHF | 210,479 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 13.88 CHF | 13.99 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 209,469 CHF | 211,149 CHF | 100.00% | 100.00% |