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 | 2.83% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 156,432 | 156,432 | 54,589 CHF | 56,153 CHF | 99.38% | 99.38% |
12/11/2024 | 3.31% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 180,357 | 180,357 | 53,671 CHF | 55,474 CHF | 99.05% | 99.05% |
11/11/2024 | 3.34% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 178,025 | 178,025 | 52,362 CHF | 54,142 CHF | 99.28% | 99.28% |
08/11/2024 | 3.73% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 202,977 | 202,977 | 53,506 CHF | 55,536 CHF | 99.38% | 99.38% |
07/11/2024 | 5.97% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 321,367 | 321,367 | 52,292 CHF | 55,506 CHF | 99.25% | 99.25% |
06/11/2024 | 3.57% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 191,402 | 191,402 | 52,716 CHF | 54,630 CHF | 99.33% | 99.33% |
05/11/2024 | 3.22% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 174,117 | 174,117 | 53,284 CHF | 55,025 CHF | 99.39% | 99.39% |
04/11/2024 | 3.06% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 56,346 CHF | 58,096 CHF | 99.22% | 99.22% |
01/11/2024 | 3.16% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 175,320 | 175,320 | 54,696 CHF | 56,449 CHF | 97.90% | 97.90% |
31/10/2024 | 3.39% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 187,290 | 187,290 | 54,308 CHF | 56,181 CHF | 99.39% | 99.39% |