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 | 5.00% | 0.56 CHF | 0.59 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 5,865 CHF | 6,165 CHF | 99.95% | 99.95% |
12/11/2024 | 4.88% | 0.60 CHF | 0.63 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 6,010 CHF | 6,310 CHF | 99.84% | 99.84% |
11/11/2024 | 4.63% | 0.63 CHF | 0.66 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 6,338 CHF | 6,638 CHF | 99.79% | 99.79% |
08/11/2024 | 4.80% | 0.64 CHF | 0.67 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 6,107 CHF | 6,407 CHF | 99.88% | 99.88% |
07/11/2024 | 4.74% | 0.63 CHF | 0.66 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 6,190 CHF | 6,490 CHF | 99.90% | 99.90% |
06/11/2024 | 5.15% | 0.55 CHF | 0.58 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 5,688 CHF | 5,988 CHF | 100.00% | 100.00% |
05/11/2024 | 5.51% | 0.51 CHF | 0.54 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 5,301 CHF | 5,601 CHF | 99.94% | 99.94% |
04/11/2024 | 5.48% | 0.50 CHF | 0.53 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 5,339 CHF | 5,639 CHF | 99.60% | 99.60% |
01/11/2024 | 7.03% | 0.46 CHF | 0.49 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 4,126 CHF | 4,426 CHF | 95.75% | 95.75% |
31/10/2024 | 6.37% | 0.46 CHF | 0.49 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 4,574 CHF | 4,874 CHF | 99.11% | 99.11% |