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% | 13.53 CHF | 13.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 341,629 CHF | 341,879 CHF | 99.39% | 99.39% |
19/11/2024 | 0.08% | 13.41 CHF | 13.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 331,929 CHF | 332,179 CHF | 98.92% | 98.92% |
18/11/2024 | 0.08% | 13.37 CHF | 13.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 332,524 CHF | 332,774 CHF | 99.30% | 99.30% |
15/11/2024 | 0.07% | 13.20 CHF | 13.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 333,435 CHF | 333,685 CHF | 99.39% | 99.39% |
14/11/2024 | 0.07% | 13.52 CHF | 13.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 337,033 CHF | 337,283 CHF | 99.37% | 99.37% |
13/11/2024 | 0.07% | 13.41 CHF | 13.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 333,446 CHF | 333,696 CHF | 99.39% | 99.39% |
12/11/2024 | 0.07% | 13.59 CHF | 13.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 340,968 CHF | 341,218 CHF | 99.10% | 99.10% |
11/11/2024 | 0.07% | 13.67 CHF | 13.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 345,004 CHF | 345,254 CHF | 99.25% | 99.25% |
08/11/2024 | 0.07% | 13.70 CHF | 13.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 342,762 CHF | 343,012 CHF | 99.39% | 99.39% |
07/11/2024 | 0.07% | 13.64 CHF | 13.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 337,045 CHF | 337,295 CHF | 99.28% | 99.28% |