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% | 13.15 CHF | 13.25 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 198,370 CHF | 199,964 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 13.16 CHF | 13.26 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 197,500 CHF | 199,088 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 13.26 CHF | 13.37 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 198,543 CHF | 200,135 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 13.23 CHF | 13.34 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 199,031 CHF | 200,632 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 13.36 CHF | 13.47 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 201,001 CHF | 202,615 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 13.44 CHF | 13.54 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 201,289 CHF | 202,909 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 13.49 CHF | 13.60 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 203,348 CHF | 204,983 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 13.62 CHF | 13.73 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 204,232 CHF | 205,868 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 13.43 CHF | 13.54 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 200,280 CHF | 201,888 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 13.39 CHF | 13.50 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 201,558 CHF | 203,178 CHF | 100.00% | 100.00% |