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% | 13.28 CHF | 13.29 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,087,870 CHF | 1,088,670 CHF | 99.88% | 99.88% |
19/11/2024 | 0.08% | 13.35 CHF | 13.36 CHF | 80,000 | 80,000 | 79,191 | 79,191 | 1,045,310 CHF | 1,046,110 CHF | 99.87% | 99.87% |
18/11/2024 | 0.08% | 13.43 CHF | 13.44 CHF | 80,000 | 80,000 | 79,997 | 79,997 | 1,062,560 CHF | 1,063,360 CHF | 99.59% | 99.59% |
15/11/2024 | 0.07% | 13.32 CHF | 13.33 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,088,030 CHF | 1,088,830 CHF | 99.98% | 99.98% |
14/11/2024 | 0.07% | 14.18 CHF | 14.19 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,144,860 CHF | 1,145,660 CHF | 100.00% | 100.00% |
13/11/2024 | 0.07% | 14.21 CHF | 14.22 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,128,480 CHF | 1,129,280 CHF | 99.98% | 99.98% |
12/11/2024 | 0.07% | 14.16 CHF | 14.17 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,139,550 CHF | 1,140,350 CHF | 100.00% | 100.00% |
11/11/2024 | 0.07% | 14.34 CHF | 14.35 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,150,800 CHF | 1,151,600 CHF | 100.00% | 100.00% |
08/11/2024 | 0.07% | 14.13 CHF | 14.14 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 1,115,380 CHF | 1,116,180 CHF | 100.00% | 100.00% |
07/11/2024 | 0.07% | 13.84 CHF | 13.85 CHF | 80,000 | 80,000 | 79,160 | 79,160 | 1,087,330 CHF | 1,088,130 CHF | 99.67% | 99.67% |