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 | 0.98% | 1.09 CHF | 1.10 CHF | 50,000 | 1,000 | 50,000 | 1,000 | 52,225 CHF | 1,055 CHF | 91.63% | 91.63% |
12/11/2024 | 1.02% | 1.05 CHF | 1.06 CHF | 50,000 | 1,000 | 53,665 | 1,000 | 53,758 CHF | 1,013 CHF | 99.44% | 99.44% |
11/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 70,000 | 1,000 | 68,332 | 1,000 | 56,483 CHF | 837 CHF | 99.61% | 99.61% |
08/11/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 70,000 | 1,000 | 70,124 | 1,000 | 53,640 CHF | 775 CHF | 58.80% | 58.80% |
07/11/2024 | 1.39% | 0.66 CHF | 0.67 CHF | 80,000 | 1,000 | 71,845 | 1,000 | 52,706 CHF | 746 CHF | 88.18% | 88.18% |
06/11/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 70,000 | 1,000 | 61,271 | 1,000 | 52,563 CHF | 869 CHF | 90.02% | 90.02% |
05/11/2024 | 1.55% | 0.68 CHF | 0.69 CHF | 80,000 | 1,000 | 80,008 | 1,000 | 53,273 CHF | 676 CHF | 96.48% | 96.59% |
04/11/2024 | 1.54% | 0.67 CHF | 0.68 CHF | 80,000 | 1,000 | 79,971 | 1,000 | 55,783 CHF | 708 CHF | 91.78% | 91.78% |
01/11/2024 | 1.55% | 0.66 CHF | 0.67 CHF | 80,000 | 1,000 | 80,114 | 1,000 | 52,918 CHF | 671 CHF | 99.72% | 99.72% |
31/10/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 80,000 | 1,000 | 73,990 | 1,000 | 53,117 CHF | 729 CHF | 99.72% | 99.72% |