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 | 0.25% | 4.79 CHF | 4.81 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 92,998 CHF | 4,661 CHF | 94.25% | 94.25% |
12/11/2024 | 0.24% | 4.80 CHF | 4.81 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 94,097 CHF | 4,716 CHF | 96.05% | 96.05% |
11/11/2024 | 0.27% | 4.53 CHF | 4.54 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 85,916 CHF | 4,307 CHF | 96.80% | 96.80% |
08/11/2024 | 0.29% | 4.24 CHF | 4.25 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 79,373 CHF | 3,980 CHF | 87.57% | 87.57% |
07/11/2024 | 0.30% | 3.59 CHF | 3.61 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 75,250 CHF | 3,774 CHF | 82.24% | 82.24% |
06/11/2024 | 0.28% | 4.02 CHF | 4.04 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 89,004 CHF | 4,463 CHF | 86.84% | 86.84% |
05/11/2024 | 0.31% | 3.85 CHF | 3.86 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 73,620 CHF | 3,693 CHF | 98.94% | 98.94% |
04/11/2024 | 0.31% | 3.90 CHF | 3.91 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 78,795 CHF | 3,952 CHF | 99.43% | 99.43% |
01/11/2024 | 0.30% | 4.04 CHF | 4.05 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 80,959 CHF | 4,060 CHF | 93.74% | 93.74% |
31/10/2024 | 0.28% | 4.04 CHF | 4.06 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 82,290 CHF | 4,126 CHF | 99.76% | 99.76% |