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 | 2.13% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 124,740 | 124,740 | 57,887 CHF | 59,135 CHF | 99.39% | 99.39% |
12/11/2024 | 1.96% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 106,875 | 106,875 | 53,998 CHF | 55,066 CHF | 99.08% | 99.08% |
11/11/2024 | 1.93% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 101,049 | 101,049 | 51,722 CHF | 52,733 CHF | 99.27% | 99.27% |
08/11/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 99,835 | 99,835 | 55,058 CHF | 56,057 CHF | 99.39% | 99.39% |
07/11/2024 | 1.37% | 0.68 CHF | 0.69 CHF | 75,000 | 75,000 | 76,310 | 76,310 | 55,441 CHF | 56,204 CHF | 99.27% | 99.27% |
06/11/2024 | 1.57% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 97,909 | 97,909 | 61,689 CHF | 62,668 CHF | 99.33% | 99.33% |
05/11/2024 | 1.67% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,562 CHF | 60,562 CHF | 99.38% | 99.38% |
04/11/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,028 CHF | 59,028 CHF | 99.18% | 99.18% |
01/11/2024 | 1.69% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,617 CHF | 59,617 CHF | 97.87% | 97.87% |
31/10/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,263 CHF | 61,263 CHF | 99.39% | 99.39% |