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 | 8.64% | 0.88 CHF | 0.98 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 11,359 CHF | 12,359 CHF | 82.05% | 82.05% |
12/11/2024 | 4.85% | 1.99 CHF | 2.09 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 20,125 CHF | 21,125 CHF | 0.73% | 0.73% |
11/11/2024 | 4.91% | 2.09 CHF | 2.19 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 19,875 CHF | 20,875 CHF | 64.15% | 64.15% |
08/11/2024 | 5.17% | 1.62 CHF | 1.72 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 18,863 CHF | 19,863 CHF | 60.38% | 60.38% |
07/11/2024 | 4.77% | 2.00 CHF | 2.10 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 20,515 CHF | 21,515 CHF | 74.36% | 74.36% |
06/11/2024 | 5.15% | 1.60 CHF | 1.70 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 19,040 CHF | 20,040 CHF | 64.28% | 64.28% |
05/11/2024 | 5.09% | 1.88 CHF | 1.98 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 19,190 CHF | 20,190 CHF | 71.30% | 71.30% |
04/11/2024 | 3.95% | 2.48 CHF | 2.58 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 24,800 CHF | 25,800 CHF | 31.83% | 31.83% |
01/11/2024 | 4.23% | 2.52 CHF | 2.62 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 23,195 CHF | 24,195 CHF | 83.12% | 83.12% |
31/10/2024 | 4.16% | 2.27 CHF | 2.37 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 23,589 CHF | 24,589 CHF | 36.32% | 36.32% |