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 | 3.83% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 205,996 | 205,996 | 52,742 CHF | 54,802 CHF | 99.39% | 99.39% |
12/11/2024 | 3.46% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 184,759 | 184,759 | 52,435 CHF | 54,283 CHF | 99.06% | 99.06% |
11/11/2024 | 3.42% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 181,781 | 181,781 | 52,199 CHF | 54,016 CHF | 99.27% | 99.27% |
08/11/2024 | 3.10% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 172,089 | 172,089 | 54,696 CHF | 56,417 CHF | 99.39% | 99.39% |
07/11/2024 | 2.16% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,582 | 125,582 | 57,707 CHF | 58,963 CHF | 99.27% | 99.27% |
06/11/2024 | 2.54% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 140,680 | 140,680 | 54,681 CHF | 56,088 CHF | 99.37% | 99.37% |
05/11/2024 | 2.72% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,665 | 150,665 | 54,620 CHF | 56,127 CHF | 99.38% | 99.38% |
04/11/2024 | 2.81% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 52,679 CHF | 54,179 CHF | 99.19% | 99.19% |
01/11/2024 | 2.79% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,161 CHF | 54,661 CHF | 96.97% | 96.97% |
31/10/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,281 CHF | 56,781 CHF | 99.39% | 99.39% |