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 | 2.95% | 0.34 CHF | 0.35 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,673 CHF | 6,873 CHF | 99.97% | 99.97% |
12/11/2024 | 2.87% | 0.34 CHF | 0.35 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,874 CHF | 7,074 CHF | 99.82% | 99.82% |
11/11/2024 | 2.72% | 0.36 CHF | 0.37 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 7,246 CHF | 7,446 CHF | 99.82% | 99.82% |
08/11/2024 | 2.82% | 0.36 CHF | 0.37 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 7,001 CHF | 7,201 CHF | 99.85% | 99.85% |
07/11/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,814 CHF | 7,014 CHF | 99.90% | 99.90% |
06/11/2024 | 2.96% | 0.32 CHF | 0.33 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,663 CHF | 6,863 CHF | 99.38% | 99.38% |
05/11/2024 | 3.09% | 0.32 CHF | 0.33 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,381 CHF | 6,581 CHF | 99.94% | 99.94% |
04/11/2024 | 3.09% | 0.32 CHF | 0.33 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,380 CHF | 6,580 CHF | 100.00% | 100.00% |
01/11/2024 | 2.96% | 0.33 CHF | 0.34 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,662 CHF | 6,862 CHF | 95.98% | 95.98% |
31/10/2024 | 2.91% | 0.34 CHF | 0.35 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,770 CHF | 6,970 CHF | 99.11% | 99.11% |