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 CHF | - CHF | 200,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.14% |
12/11/2024 | 3.11% | 0.29 CHF | 0.35 CHF | 180,000 | 50,000 | 146,194 | 46,186 | 51,259 CHF | 16,707 CHF | 51.57% | 99.54% |
11/11/2024 | 2.01% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 100,578 | 52,674 | 51,106 CHF | 27,384 CHF | 99.69% | 99.69% |
08/11/2024 | 2.02% | 0.58 CHF | 0.59 CHF | 90,000 | 25,000 | 92,917 | 24,865 | 52,189 CHF | 14,254 CHF | 58.95% | 58.95% |
07/11/2024 | 1.79% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 89,422 | 51,155 | 53,102 CHF | 31,437 CHF | 88.29% | 88.29% |
06/11/2024 | 2.25% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 110,418 | 36,773 | 52,263 CHF | 17,840 CHF | 90.19% | 90.19% |
05/11/2024 | 1.68% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 80,364 | 53,489 | 52,056 CHF | 35,153 CHF | 96.66% | 96.66% |
04/11/2024 | 1.73% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 88,044 | 35,991 | 54,390 CHF | 22,767 CHF | 92.44% | 92.44% |
01/11/2024 | 1.64% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 41,916 | 53,051 CHF | 28,332 CHF | 99.76% | 99.76% |
31/10/2024 | 1.75% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 89,877 | 41,932 | 54,018 CHF | 25,792 CHF | 99.76% | 99.76% |