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 | 2.06% | 1.47 CHF | 1.50 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 14,435 CHF | 14,735 CHF | 99.95% | 99.95% |
12/11/2024 | 2.06% | 1.44 CHF | 1.47 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 14,390 CHF | 14,690 CHF | 99.83% | 99.83% |
11/11/2024 | 2.11% | 1.41 CHF | 1.44 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 14,062 CHF | 14,362 CHF | 99.80% | 99.80% |
08/11/2024 | 2.08% | 1.40 CHF | 1.43 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 14,293 CHF | 14,593 CHF | 99.88% | 99.88% |
07/11/2024 | 2.09% | 1.41 CHF | 1.44 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 14,210 CHF | 14,510 CHF | 99.90% | 99.90% |
06/11/2024 | 2.02% | 1.49 CHF | 1.52 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 14,712 CHF | 15,012 CHF | 100.00% | 100.00% |
05/11/2024 | 1.97% | 1.53 CHF | 1.56 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 15,099 CHF | 15,399 CHF | 99.91% | 99.91% |
04/11/2024 | 1.97% | 1.54 CHF | 1.57 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 15,082 CHF | 15,382 CHF | 99.60% | 99.60% |
01/11/2024 | 1.82% | 1.59 CHF | 1.62 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 16,374 CHF | 16,674 CHF | 95.74% | 95.74% |
31/10/2024 | 1.87% | 1.59 CHF | 1.62 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 15,927 CHF | 16,227 CHF | 99.11% | 99.11% |