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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12/11/2024 | 2.58% | 0.36 CHF | 0.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,157 CHF | 19,657 CHF | 99.84% | 99.84% |
11/11/2024 | 2.23% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 49,992 | 22,164 CHF | 22,660 CHF | 99.77% | 99.77% |
08/11/2024 | 2.16% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 49,993 | 22,951 CHF | 23,447 CHF | 99.81% | 99.81% |
07/11/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,542 CHF | 25,042 CHF | 99.88% | 99.88% |
06/11/2024 | 2.15% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 49,942 | 23,077 CHF | 23,547 CHF | 99.38% | 99.38% |
05/11/2024 | 2.50% | 0.41 CHF | 0.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,751 CHF | 20,251 CHF | 99.94% | 99.94% |
04/11/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,403 CHF | 21,903 CHF | 100.00% | 100.00% |
01/11/2024 | 2.51% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,661 CHF | 20,161 CHF | 95.91% | 95.91% |
31/10/2024 | 2.57% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 49,987 | 50,000 | 19,257 CHF | 19,762 CHF | 99.09% | 99.09% |
30/10/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,924 CHF | 24,424 CHF | 99.49% | 99.49% |