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 | 0.81% | 3.67 CHF | 3.68 CHF | 20,000 | 10,000 | 20,000 | 5,902 | 70,404 CHF | 21,050 CHF | 95.89% | 95.89% |
12/11/2024 | 0.83% | 3.68 CHF | 3.69 CHF | 20,000 | 7,500 | 20,000 | 5,285 | 71,538 CHF | 19,119 CHF | 95.92% | 95.92% |
11/11/2024 | 0.93% | 3.41 CHF | 3.43 CHF | 20,000 | 7,500 | 20,000 | 5,300 | 63,427 CHF | 17,080 CHF | 96.72% | 96.72% |
08/11/2024 | 1.05% | 3.14 CHF | 3.15 CHF | 20,000 | 7,500 | 20,000 | 5,610 | 57,209 CHF | 16,325 CHF | 87.53% | 87.53% |
07/11/2024 | 1.18% | 2.49 CHF | 2.50 CHF | 30,000 | 7,500 | 20,829 | 5,139 | 54,923 CHF | 13,636 CHF | 82.18% | 82.18% |
06/11/2024 | 0.83% | 2.91 CHF | 2.93 CHF | 20,000 | 7,500 | 20,000 | 5,778 | 66,161 CHF | 19,028 CHF | 68.61% | 68.61% |
05/11/2024 | 1.18% | 2.76 CHF | 2.77 CHF | 20,000 | 7,500 | 20,189 | 5,287 | 52,102 CHF | 13,907 CHF | 98.80% | 98.80% |
04/11/2024 | 1.06% | 2.80 CHF | 2.82 CHF | 20,000 | 7,500 | 20,000 | 5,276 | 56,770 CHF | 15,098 CHF | 99.33% | 99.33% |
01/11/2024 | 0.90% | 2.93 CHF | 2.95 CHF | 20,000 | 7,500 | 20,000 | 5,901 | 58,801 CHF | 17,462 CHF | 93.61% | 93.61% |
31/10/2024 | 0.88% | 2.95 CHF | 2.96 CHF | 20,000 | 7,500 | 20,000 | 5,847 | 60,199 CHF | 17,759 CHF | 99.72% | 99.72% |