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 | 0.96% | 3.07 CHF | 3.09 CHF | 20,000 | 10,000 | 20,000 | 5,922 | 58,445 CHF | 17,582 CHF | 95.35% | 95.35% |
12/11/2024 | 1.00% | 3.08 CHF | 3.10 CHF | 20,000 | 7,500 | 20,000 | 5,284 | 59,618 CHF | 15,965 CHF | 96.05% | 96.05% |
11/11/2024 | 1.17% | 2.82 CHF | 2.83 CHF | 20,000 | 7,500 | 21,610 | 5,298 | 55,503 CHF | 13,927 CHF | 96.80% | 96.80% |
08/11/2024 | 1.31% | 2.55 CHF | 2.56 CHF | 20,000 | 7,500 | 28,907 | 5,610 | 65,380 CHF | 13,024 CHF | 87.57% | 87.57% |
07/11/2024 | 1.51% | 1.90 CHF | 1.91 CHF | 30,000 | 7,500 | 30,000 | 5,138 | 61,614 CHF | 10,603 CHF | 82.24% | 82.24% |
06/11/2024 | 1.03% | 2.32 CHF | 2.34 CHF | 30,000 | 7,500 | 21,910 | 5,615 | 59,379 CHF | 15,356 CHF | 86.84% | 86.84% |
05/11/2024 | 1.54% | 2.17 CHF | 2.19 CHF | 30,000 | 7,500 | 30,000 | 5,285 | 60,001 CHF | 10,832 CHF | 98.94% | 98.94% |
04/11/2024 | 1.38% | 2.22 CHF | 2.24 CHF | 30,000 | 7,500 | 30,000 | 5,275 | 67,699 CHF | 12,031 CHF | 99.43% | 99.43% |
01/11/2024 | 1.12% | 2.35 CHF | 2.36 CHF | 30,000 | 7,500 | 30,000 | 5,900 | 70,716 CHF | 14,019 CHF | 93.74% | 93.74% |
31/10/2024 | 1.08% | 2.37 CHF | 2.38 CHF | 30,000 | 7,500 | 29,484 | 5,847 | 71,578 CHF | 14,361 CHF | 99.76% | 99.76% |