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 | 4.01% | 0.29 CHF | 0.30 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 2,450 CHF | 2,550 CHF | 99.93% | 99.93% |
12/11/2024 | 3.34% | 0.26 CHF | 0.27 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 2,949 CHF | 3,049 CHF | 99.81% | 99.81% |
11/11/2024 | 3.29% | 0.32 CHF | 0.33 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 2,991 CHF | 3,091 CHF | 99.81% | 99.81% |
08/11/2024 | 3.32% | 0.28 CHF | 0.29 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 2,969 CHF | 3,069 CHF | 99.88% | 99.88% |
07/11/2024 | 2.91% | 0.33 CHF | 0.34 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 3,392 CHF | 3,492 CHF | 99.89% | 99.89% |
06/11/2024 | 2.86% | 0.33 CHF | 0.34 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 3,452 CHF | 3,552 CHF | 99.99% | 99.99% |
05/11/2024 | 2.50% | 0.35 CHF | 0.36 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 3,960 CHF | 4,060 CHF | 99.61% | 99.61% |
04/11/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 4,541 CHF | 4,641 CHF | 100.00% | 100.00% |
01/11/2024 | 1.99% | 0.51 CHF | 0.52 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 4,966 CHF | 5,066 CHF | 95.99% | 95.99% |
31/10/2024 | 2.03% | 0.51 CHF | 0.52 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 4,890 CHF | 4,990 CHF | 99.10% | 99.10% |