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 | 11.83% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 637,599 | 328,664 | 50,718 CHF | 29,424 CHF | 99.38% | 99.38% |
12/11/2024 | 9.47% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 507,221 | 420,909 | 51,095 CHF | 47,603 CHF | 99.06% | 99.06% |
11/11/2024 | 8.86% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 478,379 | 475,498 | 51,627 CHF | 56,123 CHF | 99.28% | 99.28% |
08/11/2024 | 7.13% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 383,505 | 383,505 | 51,860 CHF | 55,695 CHF | 99.39% | 99.39% |
07/11/2024 | 3.55% | 0.23 CHF | 0.24 CHF | 200,000 | 200,000 | 188,598 | 188,598 | 52,336 CHF | 54,222 CHF | 99.25% | 99.25% |
06/11/2024 | 4.22% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 228,877 | 228,877 | 53,021 CHF | 55,310 CHF | 99.35% | 99.35% |
05/11/2024 | 4.70% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 252,290 | 252,291 | 52,436 CHF | 54,959 CHF | 99.39% | 99.39% |
04/11/2024 | 4.95% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 261,072 | 261,072 | 51,468 CHF | 54,078 CHF | 97.48% | 97.48% |
01/11/2024 | 4.94% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 261,758 | 261,758 | 51,666 CHF | 54,284 CHF | 96.96% | 96.96% |
31/10/2024 | 4.72% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 251,914 | 251,914 | 52,237 CHF | 54,756 CHF | 99.38% | 99.38% |