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 | 2.34% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 122,151 | 53,402 | 52,618 CHF | 23,482 CHF | 97.13% | 97.13% |
12/11/2024 | 2.24% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 110,147 | 52,717 | 52,126 CHF | 25,363 CHF | 99.53% | 99.53% |
11/11/2024 | 1.66% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,220 | 52,675 | 51,821 CHF | 34,666 CHF | 99.68% | 99.68% |
08/11/2024 | 1.55% | 0.72 CHF | 0.73 CHF | 70,000 | 25,000 | 79,173 | 24,866 | 55,272 CHF | 17,634 CHF | 58.92% | 58.92% |
07/11/2024 | 1.53% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 73,633 | 51,155 | 53,884 CHF | 38,446 CHF | 88.28% | 88.28% |
06/11/2024 | 1.73% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 87,752 | 36,774 | 53,599 CHF | 22,881 CHF | 90.18% | 90.18% |
05/11/2024 | 1.39% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 71,104 | 53,493 | 55,663 CHF | 42,392 CHF | 96.64% | 96.64% |
04/11/2024 | 1.49% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 71,156 | 35,998 | 53,589 CHF | 27,629 CHF | 92.39% | 92.39% |
01/11/2024 | 1.33% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 71,692 | 41,916 | 57,297 CHF | 34,015 CHF | 99.75% | 99.75% |
31/10/2024 | 1.43% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 71,693 | 41,933 | 52,829 CHF | 31,489 CHF | 99.76% | 99.76% |