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 | 16.00% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 885,036 | 449,281 | 50,922 CHF | 30,334 CHF | 99.37% | 99.37% |
12/11/2024 | 15.06% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 817,722 | 416,523 | 50,250 CHF | 29,763 CHF | 99.07% | 99.07% |
11/11/2024 | 14.87% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 811,241 | 412,296 | 50,496 CHF | 29,798 CHF | 99.25% | 99.25% |
08/11/2024 | 13.53% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 726,734 | 378,105 | 50,107 CHF | 29,862 CHF | 99.39% | 99.39% |
07/11/2024 | 8.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 457,426 | 446,571 | 51,370 CHF | 54,868 CHF | 99.27% | 99.27% |
06/11/2024 | 9.62% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 512,432 | 449,042 | 50,741 CHF | 49,415 CHF | 99.38% | 99.38% |
05/11/2024 | 10.54% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 574,836 | 304,190 | 51,668 CHF | 30,423 CHF | 99.39% | 99.39% |
04/11/2024 | 10.79% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 580,886 | 299,367 | 50,949 CHF | 29,259 CHF | 97.50% | 97.50% |
01/11/2024 | 10.63% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 570,830 | 322,141 | 50,891 CHF | 32,184 CHF | 97.68% | 97.68% |
31/10/2024 | 10.72% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 583,023 | 300,606 | 51,476 CHF | 29,557 CHF | 99.38% | 99.38% |