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 | 0.39% | 12.00 CHF | 12.05 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 507,040 CHF | 509,040 CHF | 100.00% | 100.00% |
19/11/2024 | 0.50% | 12.19 CHF | 12.25 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 480,883 CHF | 483,283 CHF | 100.00% | 100.00% |
18/11/2024 | 0.46% | 13.29 CHF | 13.35 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 520,922 CHF | 523,322 CHF | 100.00% | 100.00% |
15/11/2024 | 0.43% | 13.36 CHF | 13.42 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 483,320 CHF | 485,420 CHF | 100.00% | 100.00% |
14/11/2024 | 0.39% | 14.29 CHF | 14.35 CHF | 45,000 | 45,000 | 44,789 | 44,789 | 617,983 CHF | 620,405 CHF | 100.00% | 100.00% |
13/11/2024 | 0.41% | 12.16 CHF | 12.21 CHF | 40,000 | 40,000 | 39,904 | 39,904 | 490,866 CHF | 492,863 CHF | 100.00% | 100.00% |
12/11/2024 | 0.46% | 12.47 CHF | 12.53 CHF | 35,000 | 35,000 | 34,921 | 34,921 | 485,779 CHF | 488,029 CHF | 100.00% | 100.00% |
11/11/2024 | 0.39% | 15.29 CHF | 15.35 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 615,302 CHF | 617,702 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 14.04 CHF | 14.11 CHF | 35,000 | 35,000 | 34,922 | 34,922 | 504,286 CHF | 506,733 CHF | 100.00% | 100.00% |
07/11/2024 | 0.40% | 15.49 CHF | 15.55 CHF | 35,000 | 35,000 | 34,844 | 34,844 | 526,982 CHF | 529,077 CHF | 100.00% | 100.00% |