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% | 13.61 CHF | 13.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 342,474 CHF | 342,724 CHF | 100.00% | 100.00% |
19/11/2024 | 0.07% | 13.48 CHF | 13.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 334,504 CHF | 334,754 CHF | 99.90% | 99.90% |
18/11/2024 | 0.07% | 14.06 CHF | 14.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 353,504 CHF | 353,754 CHF | 99.91% | 99.91% |
15/11/2024 | 0.07% | 14.22 CHF | 14.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 362,303 CHF | 362,553 CHF | 100.00% | 100.00% |
14/11/2024 | 0.07% | 14.77 CHF | 14.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 361,156 CHF | 361,406 CHF | 100.00% | 100.00% |
13/11/2024 | 0.07% | 14.14 CHF | 14.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 355,323 CHF | 355,573 CHF | 100.00% | 100.00% |
12/11/2024 | 0.07% | 13.98 CHF | 13.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 355,942 CHF | 356,192 CHF | 99.70% | 99.70% |
11/11/2024 | 0.07% | 14.26 CHF | 14.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 353,893 CHF | 354,143 CHF | 99.86% | 99.86% |
08/11/2024 | 0.07% | 13.95 CHF | 13.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 348,044 CHF | 348,294 CHF | 99.56% | 99.56% |
07/11/2024 | 0.07% | 14.04 CHF | 14.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 355,731 CHF | 355,981 CHF | 99.91% | 99.91% |