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 | 4.24% | 0.23 CHF | 0.24 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 4,614 CHF | 4,814 CHF | 99.97% | 99.97% |
12/11/2024 | 4.41% | 0.23 CHF | 0.24 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 4,434 CHF | 4,634 CHF | 99.81% | 99.81% |
11/11/2024 | 4.84% | 0.20 CHF | 0.21 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 4,032 CHF | 4,232 CHF | 99.82% | 99.82% |
08/11/2024 | 4.53% | 0.20 CHF | 0.21 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 4,320 CHF | 4,520 CHF | 99.84% | 99.84% |
07/11/2024 | 4.33% | 0.22 CHF | 0.23 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 4,520 CHF | 4,720 CHF | 99.90% | 99.90% |
06/11/2024 | 4.18% | 0.24 CHF | 0.25 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 4,691 CHF | 4,891 CHF | 99.38% | 99.38% |
05/11/2024 | 3.92% | 0.25 CHF | 0.26 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 5,003 CHF | 5,203 CHF | 99.94% | 99.94% |
04/11/2024 | 3.92% | 0.25 CHF | 0.26 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 5,000 CHF | 5,200 CHF | 100.00% | 100.00% |
01/11/2024 | 4.20% | 0.24 CHF | 0.25 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 4,661 CHF | 4,861 CHF | 95.98% | 95.98% |
31/10/2024 | 4.28% | 0.23 CHF | 0.24 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 4,575 CHF | 4,775 CHF | 99.11% | 99.11% |