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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 5.80% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 312,902 | 312,902 | 52,408 CHF | 55,537 CHF | 99.37% | 99.37% |
12/11/2024 | 4.73% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 256,818 | 256,818 | 53,061 CHF | 55,629 CHF | 99.04% | 99.04% |
11/11/2024 | 4.57% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 249,458 | 249,458 | 53,364 CHF | 55,859 CHF | 99.28% | 99.28% |
08/11/2024 | 3.87% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 205,044 | 205,044 | 51,889 CHF | 53,939 CHF | 99.38% | 99.38% |
07/11/2024 | 2.32% | 0.38 CHF | 0.39 CHF | 125,000 | 125,000 | 127,933 | 127,933 | 54,637 CHF | 55,917 CHF | 99.26% | 99.26% |
06/11/2024 | 2.81% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 155,984 | 155,984 | 54,730 CHF | 56,290 CHF | 99.37% | 99.37% |
05/11/2024 | 3.07% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 170,003 | 170,003 | 54,577 CHF | 56,277 CHF | 99.38% | 99.38% |
04/11/2024 | 3.20% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,916 CHF | 55,666 CHF | 99.21% | 99.21% |
01/11/2024 | 3.18% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 173,811 | 173,811 | 53,783 CHF | 55,521 CHF | 97.85% | 97.85% |
31/10/2024 | 3.05% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 168,319 | 168,319 | 54,345 CHF | 56,028 CHF | 99.39% | 99.39% |