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 | 0.27% | 4.37 CHF | 4.38 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 84,488 CHF | 4,236 CHF | 95.89% | 95.89% |
12/11/2024 | 0.26% | 4.37 CHF | 4.38 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 85,571 CHF | 4,290 CHF | 95.92% | 95.92% |
11/11/2024 | 0.30% | 4.10 CHF | 4.12 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 77,396 CHF | 3,881 CHF | 96.73% | 96.73% |
08/11/2024 | 0.32% | 3.81 CHF | 3.83 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 70,917 CHF | 3,557 CHF | 87.54% | 87.54% |
07/11/2024 | 0.34% | 3.17 CHF | 3.18 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 66,752 CHF | 3,349 CHF | 82.18% | 82.18% |
06/11/2024 | 0.33% | 3.60 CHF | 3.61 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 79,959 CHF | 4,011 CHF | 68.62% | 68.62% |
05/11/2024 | 0.35% | 3.43 CHF | 3.44 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 65,222 CHF | 3,273 CHF | 98.81% | 98.81% |
04/11/2024 | 0.35% | 3.48 CHF | 3.49 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 70,386 CHF | 3,532 CHF | 99.34% | 99.34% |
01/11/2024 | 0.33% | 3.61 CHF | 3.62 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 72,483 CHF | 3,636 CHF | 93.61% | 93.61% |
31/10/2024 | 0.32% | 3.62 CHF | 3.63 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 73,825 CHF | 3,703 CHF | 99.72% | 99.72% |