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 | 0.91% | 3.22 CHF | 3.24 CHF | 20,000 | 10,000 | 20,000 | 5,926 | 61,466 CHF | 18,490 CHF | 95.20% | 95.20% |
12/11/2024 | 0.95% | 3.23 CHF | 3.25 CHF | 20,000 | 7,500 | 20,000 | 5,285 | 62,633 CHF | 16,766 CHF | 95.93% | 95.93% |
11/11/2024 | 1.11% | 2.97 CHF | 2.98 CHF | 20,000 | 7,500 | 20,000 | 5,300 | 54,533 CHF | 14,726 CHF | 96.73% | 96.73% |
08/11/2024 | 1.25% | 2.69 CHF | 2.71 CHF | 20,000 | 7,500 | 27,934 | 5,610 | 67,130 CHF | 13,852 CHF | 87.54% | 87.54% |
07/11/2024 | 1.41% | 2.05 CHF | 2.06 CHF | 30,000 | 7,500 | 30,000 | 5,139 | 66,047 CHF | 11,362 CHF | 82.19% | 82.19% |
06/11/2024 | 0.94% | 2.47 CHF | 2.49 CHF | 30,000 | 7,500 | 21,327 | 5,778 | 60,564 CHF | 16,469 CHF | 68.63% | 68.63% |
05/11/2024 | 1.48% | 2.32 CHF | 2.34 CHF | 30,000 | 7,500 | 30,000 | 5,287 | 64,338 CHF | 11,603 CHF | 98.82% | 98.82% |
04/11/2024 | 1.23% | 2.37 CHF | 2.38 CHF | 30,000 | 7,500 | 29,985 | 5,276 | 72,015 CHF | 12,792 CHF | 99.34% | 99.34% |
01/11/2024 | 1.06% | 2.49 CHF | 2.51 CHF | 30,000 | 7,500 | 24,717 | 5,901 | 61,650 CHF | 14,873 CHF | 93.62% | 93.62% |
31/10/2024 | 1.05% | 2.51 CHF | 2.52 CHF | 20,000 | 7,500 | 20,000 | 5,847 | 51,448 CHF | 15,204 CHF | 99.72% | 99.72% |