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 | 1.12% | 0.91 CHF | 0.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,343 CHF | 44,843 CHF | 99.84% | 99.84% |
11/11/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,336 CHF | 41,836 CHF | 99.80% | 99.80% |
08/11/2024 | 1.23% | 0.84 CHF | 0.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,549 CHF | 41,049 CHF | 99.83% | 99.83% |
07/11/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,248 CHF | 39,748 CHF | 99.88% | 99.88% |
06/11/2024 | 1.22% | 0.87 CHF | 0.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,677 CHF | 41,177 CHF | 99.38% | 99.38% |
05/11/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,001 CHF | 44,501 CHF | 99.94% | 99.94% |
04/11/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,274 CHF | 42,774 CHF | 100.00% | 100.00% |
01/11/2024 | 1.13% | 0.85 CHF | 0.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,029 CHF | 44,529 CHF | 95.91% | 95.91% |
31/10/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,528 CHF | 45,028 CHF | 99.08% | 99.08% |
30/10/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,076 CHF | 40,576 CHF | 99.49% | 99.49% |