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% | 13.96 CHF | 14.08 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 210,778 CHF | 212,470 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 13.97 CHF | 14.08 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 209,860 CHF | 211,547 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 14.11 CHF | 14.22 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 211,503 CHF | 213,199 CHF | 99.85% | 99.85% |
15/11/2024 | 0.80% | 14.14 CHF | 14.25 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 213,071 CHF | 214,780 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 14.34 CHF | 14.45 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 215,256 CHF | 216,985 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 14.30 CHF | 14.42 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 214,262 CHF | 215,987 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 14.30 CHF | 14.42 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 215,393 CHF | 217,119 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 14.38 CHF | 14.50 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 215,153 CHF | 216,879 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 14.18 CHF | 14.29 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 211,815 CHF | 213,516 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 14.13 CHF | 14.25 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 212,362 CHF | 214,072 CHF | 100.00% | 100.00% |