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 | 0.76% | 1.32 CHF | 1.33 CHF | 180,000 | 180,000 | 68,730 | 68,730 | 92,217 CHF | 92,906 CHF | 99.63% | 99.63% |
19/11/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 180,000 | 180,000 | 68,876 | 68,876 | 90,464 CHF | 91,154 CHF | 99.61% | 99.61% |
18/11/2024 | 0.78% | 1.34 CHF | 1.35 CHF | 180,000 | 180,000 | 69,120 | 69,120 | 89,893 CHF | 90,586 CHF | 99.16% | 99.16% |
15/11/2024 | 0.74% | 1.29 CHF | 1.30 CHF | 180,000 | 180,000 | 68,580 | 68,580 | 92,810 CHF | 93,498 CHF | 99.08% | 99.08% |
14/11/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 170,000 | 170,000 | 64,719 | 64,719 | 96,883 CHF | 97,533 CHF | 99.39% | 99.39% |
13/11/2024 | 0.65% | 1.47 CHF | 1.48 CHF | 170,000 | 170,000 | 63,794 | 63,794 | 99,152 CHF | 99,792 CHF | 99.20% | 99.20% |
12/11/2024 | 0.60% | 1.56 CHF | 1.57 CHF | 170,000 | 170,000 | 60,466 | 60,466 | 99,299 CHF | 99,906 CHF | 97.83% | 97.83% |
11/11/2024 | 0.54% | 1.79 CHF | 1.80 CHF | 160,000 | 160,000 | 60,801 | 60,801 | 112,524 CHF | 113,135 CHF | 98.81% | 98.81% |
08/11/2024 | 0.53% | 1.98 CHF | 1.99 CHF | 160,000 | 160,000 | 60,101 | 60,101 | 117,455 CHF | 118,059 CHF | 99.45% | 99.45% |
07/11/2024 | 0.52% | 1.97 CHF | 1.98 CHF | 160,000 | 160,000 | 61,403 | 61,403 | 121,627 CHF | 122,245 CHF | 98.41% | 98.41% |