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% | 13.79 CHF | 13.90 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 207,650 CHF | 209,314 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 13.79 CHF | 13.90 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 206,734 CHF | 208,396 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 13.86 CHF | 13.97 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 208,116 CHF | 209,789 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 13.91 CHF | 14.02 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 209,215 CHF | 210,895 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 14.07 CHF | 14.19 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 211,419 CHF | 213,115 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 14.04 CHF | 14.15 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 209,954 CHF | 211,638 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 14.05 CHF | 14.16 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 212,238 CHF | 213,946 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 14.27 CHF | 14.38 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 213,517 CHF | 215,229 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 14.08 CHF | 14.19 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 209,903 CHF | 211,587 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 13.99 CHF | 14.10 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 210,041 CHF | 211,729 CHF | 100.00% | 100.00% |