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 | 2.78% | 0.31 CHF | 0.34 CHF | 170,000 | 75,000 | 145,204 | 51,583 | 51,582 CHF | 18,822 CHF | 74.95% | 95.81% |
12/11/2024 | 2.74% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 133,445 | 52,730 | 51,856 CHF | 20,914 CHF | 99.44% | 99.45% |
11/11/2024 | 2.03% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 92,261 | 52,685 | 51,795 CHF | 30,258 CHF | 99.61% | 99.61% |
08/11/2024 | 1.87% | 0.64 CHF | 0.65 CHF | 80,000 | 25,000 | 88,804 | 24,866 | 54,569 CHF | 15,572 CHF | 58.82% | 58.82% |
07/11/2024 | 1.68% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 80,627 | 51,162 | 52,246 CHF | 34,185 CHF | 88.19% | 88.19% |
06/11/2024 | 1.95% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 100,357 | 36,796 | 52,937 CHF | 19,814 CHF | 90.03% | 90.03% |
05/11/2024 | 1.58% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 78,502 | 53,474 | 54,952 CHF | 37,958 CHF | 96.63% | 96.63% |
04/11/2024 | 1.81% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 79,979 | 36,065 | 53,577 CHF | 24,720 CHF | 91.84% | 91.84% |
01/11/2024 | 1.48% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 76,005 | 41,922 | 54,455 CHF | 30,569 CHF | 99.72% | 99.72% |
31/10/2024 | 1.61% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 41,939 | 52,336 CHF | 28,037 CHF | 99.72% | 99.72% |