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 | 0.41% | 13.90 CHF | 13.96 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 218,416 CHF | 219,316 CHF | 100.00% | 100.00% |
19/11/2024 | 0.45% | 14.07 CHF | 14.13 CHF | 15,000 | 15,000 | 14,959 | 14,959 | 206,070 CHF | 206,988 CHF | 100.00% | 100.00% |
18/11/2024 | 0.45% | 15.16 CHF | 15.23 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 223,956 CHF | 224,968 CHF | 100.00% | 100.00% |
15/11/2024 | 0.45% | 15.14 CHF | 15.21 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 234,110 CHF | 235,160 CHF | 100.00% | 100.00% |
14/11/2024 | 0.39% | 15.89 CHF | 15.95 CHF | 15,000 | 15,000 | 14,933 | 14,933 | 230,895 CHF | 231,793 CHF | 100.00% | 100.00% |
13/11/2024 | 0.42% | 14.19 CHF | 14.25 CHF | 15,000 | 15,000 | 14,966 | 14,966 | 215,027 CHF | 215,926 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 14.52 CHF | 14.60 CHF | 10,000 | 10,000 | 9,972 | 9,972 | 164,416 CHF | 165,215 CHF | 100.00% | 100.00% |
11/11/2024 | 0.38% | 18.58 CHF | 18.65 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 278,823 CHF | 279,873 CHF | 100.00% | 100.00% |
08/11/2024 | 0.46% | 17.03 CHF | 17.11 CHF | 10,000 | 10,000 | 9,977 | 9,977 | 175,556 CHF | 176,355 CHF | 100.00% | 100.00% |
07/11/2024 | 0.43% | 18.96 CHF | 19.04 CHF | 10,000 | 10,000 | 9,954 | 9,954 | 184,690 CHF | 185,488 CHF | 100.00% | 100.00% |