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 | 9.74% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 518,346 | 440,460 | 50,592 CHF | 47,888 CHF | 99.39% | 99.39% |
12/11/2024 | 8.86% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 474,889 | 474,889 | 51,280 CHF | 56,029 CHF | 99.05% | 99.05% |
11/11/2024 | 8.77% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 476,559 | 476,559 | 51,991 CHF | 56,757 CHF | 99.24% | 99.24% |
08/11/2024 | 7.81% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 414,288 | 414,287 | 50,975 CHF | 55,118 CHF | 99.38% | 99.38% |
07/11/2024 | 4.97% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 264,891 | 264,891 | 51,960 CHF | 54,609 CHF | 99.26% | 99.26% |
06/11/2024 | 5.75% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 309,157 | 309,168 | 52,217 CHF | 55,310 CHF | 99.37% | 99.37% |
05/11/2024 | 6.30% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 340,115 | 340,115 | 52,295 CHF | 55,696 CHF | 99.38% | 99.38% |
04/11/2024 | 6.43% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 348,927 | 348,927 | 52,505 CHF | 55,994 CHF | 97.50% | 97.50% |
01/11/2024 | 6.40% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 345,239 | 345,240 | 52,227 CHF | 55,680 CHF | 96.93% | 96.93% |
31/10/2024 | 6.24% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 336,745 | 336,744 | 52,271 CHF | 55,639 CHF | 99.39% | 99.39% |