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 | 0.07% | 15.12 CHF | 15.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 380,383 CHF | 380,633 CHF | 100.00% | 100.00% |
19/11/2024 | 0.07% | 14.99 CHF | 15.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 372,364 CHF | 372,614 CHF | 99.92% | 99.92% |
18/11/2024 | 0.06% | 15.58 CHF | 15.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 391,482 CHF | 391,732 CHF | 99.92% | 99.92% |
15/11/2024 | 0.06% | 15.74 CHF | 15.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 400,324 CHF | 400,574 CHF | 100.00% | 100.00% |
14/11/2024 | 0.06% | 16.29 CHF | 16.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 399,122 CHF | 399,372 CHF | 100.00% | 100.00% |
13/11/2024 | 0.06% | 15.65 CHF | 15.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 393,309 CHF | 393,559 CHF | 100.00% | 100.00% |
12/11/2024 | 0.06% | 15.50 CHF | 15.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 393,889 CHF | 394,139 CHF | 99.71% | 99.71% |
11/11/2024 | 0.06% | 15.78 CHF | 15.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 391,886 CHF | 392,136 CHF | 99.89% | 99.89% |
08/11/2024 | 0.06% | 15.47 CHF | 15.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 386,069 CHF | 386,319 CHF | 99.56% | 99.56% |
07/11/2024 | 0.06% | 15.56 CHF | 15.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 393,901 CHF | 394,151 CHF | 99.91% | 99.91% |