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 | 0.36% | 14.20 CHF | 14.25 CHF | 10,000 | 10,000 | 9,905 | 9,905 | 140,445 CHF | 140,941 CHF | 100.00% | 100.00% |
19/11/2024 | 0.36% | 14.05 CHF | 14.10 CHF | 10,000 | 10,000 | 9,904 | 9,904 | 138,957 CHF | 139,453 CHF | 98.71% | 98.71% |
18/11/2024 | 0.37% | 13.65 CHF | 13.70 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 134,123 CHF | 134,619 CHF | 100.00% | 100.00% |
15/11/2024 | 0.36% | 13.60 CHF | 13.65 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 137,083 CHF | 137,583 CHF | 71.24% | 71.24% |
14/11/2024 | 0.36% | 13.90 CHF | 13.95 CHF | 10,000 | 10,000 | 9,905 | 9,905 | 139,494 CHF | 139,989 CHF | 100.00% | 100.00% |
13/11/2024 | 0.35% | 14.35 CHF | 14.40 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 142,877 CHF | 143,373 CHF | 99.80% | 99.80% |
12/11/2024 | 0.35% | 14.60 CHF | 14.65 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 143,193 CHF | 143,689 CHF | 100.00% | 100.00% |
11/11/2024 | 0.36% | 13.95 CHF | 14.00 CHF | 10,000 | 10,000 | 9,832 | 9,832 | 137,323 CHF | 137,815 CHF | 100.00% | 100.00% |
08/11/2024 | 0.36% | 14.15 CHF | 14.20 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 137,304 CHF | 137,800 CHF | 100.00% | 100.00% |
07/11/2024 | 0.40% | 12.70 CHF | 12.75 CHF | 10,000 | 10,000 | 9,907 | 9,907 | 126,256 CHF | 126,752 CHF | 100.00% | 100.00% |