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 | 1.11% | 2.69 CHF | 2.71 CHF | 20,000 | 10,000 | 23,570 | 5,912 | 59,696 CHF | 15,319 CHF | 95.60% | 95.60% |
12/11/2024 | 1.13% | 2.70 CHF | 2.72 CHF | 20,000 | 7,500 | 20,000 | 5,285 | 52,072 CHF | 13,973 CHF | 95.94% | 95.94% |
11/11/2024 | 1.34% | 2.44 CHF | 2.46 CHF | 30,000 | 7,500 | 30,000 | 5,299 | 66,008 CHF | 11,932 CHF | 96.74% | 96.74% |
08/11/2024 | 1.60% | 2.17 CHF | 2.19 CHF | 30,000 | 7,500 | 30,000 | 5,610 | 56,921 CHF | 10,922 CHF | 87.54% | 87.54% |
07/11/2024 | 1.84% | 1.52 CHF | 1.54 CHF | 40,000 | 7,500 | 32,899 | 5,139 | 54,906 CHF | 8,671 CHF | 82.19% | 82.19% |
06/11/2024 | 1.16% | 1.95 CHF | 1.96 CHF | 30,000 | 7,500 | 27,378 | 5,778 | 63,595 CHF | 13,438 CHF | 68.63% | 68.63% |
05/11/2024 | 1.92% | 1.80 CHF | 1.82 CHF | 30,000 | 7,500 | 37,910 | 5,286 | 61,326 CHF | 8,871 CHF | 98.83% | 98.83% |
04/11/2024 | 1.64% | 1.85 CHF | 1.87 CHF | 30,000 | 7,500 | 30,000 | 5,276 | 56,527 CHF | 10,068 CHF | 99.35% | 99.35% |
01/11/2024 | 1.34% | 1.97 CHF | 1.99 CHF | 30,000 | 7,500 | 30,000 | 5,901 | 59,445 CHF | 11,805 CHF | 93.64% | 93.64% |
31/10/2024 | 1.32% | 1.99 CHF | 2.01 CHF | 30,000 | 7,500 | 30,000 | 5,847 | 61,630 CHF | 12,175 CHF | 99.73% | 99.73% |