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% | 13.56 CHF | 13.67 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 272,367 CHF | 274,556 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 13.56 CHF | 13.67 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 271,589 CHF | 273,770 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 13.68 CHF | 13.79 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 274,452 CHF | 276,658 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 13.74 CHF | 13.85 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 276,220 CHF | 278,438 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 13.95 CHF | 14.06 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 279,788 CHF | 282,036 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 13.94 CHF | 14.06 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 278,512 CHF | 280,752 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 13.93 CHF | 14.05 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 279,384 CHF | 281,624 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 14.04 CHF | 14.15 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 279,486 CHF | 281,732 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 13.81 CHF | 13.92 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 274,830 CHF | 277,034 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 13.73 CHF | 13.84 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 274,415 CHF | 276,616 CHF | 100.00% | 100.00% |