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 | 3.22% | 0.72 CHF | 0.74 CHF | 70,000 | 10,000 | 64,044 | 5,926 | 54,401 CHF | 5,112 CHF | 95.21% | 95.21% |
12/11/2024 | 3.56% | 0.71 CHF | 0.73 CHF | 80,000 | 7,500 | 69,660 | 5,285 | 55,442 CHF | 4,308 CHF | 95.94% | 95.94% |
11/11/2024 | 2.41% | 0.97 CHF | 0.99 CHF | 60,000 | 7,500 | 47,899 | 5,299 | 56,994 CHF | 6,373 CHF | 96.74% | 96.74% |
08/11/2024 | 1.94% | 1.24 CHF | 1.26 CHF | 50,000 | 7,500 | 40,645 | 5,610 | 60,456 CHF | 8,427 CHF | 87.54% | 87.54% |
07/11/2024 | 1.84% | 1.87 CHF | 1.89 CHF | 30,000 | 7,500 | 31,312 | 5,139 | 53,440 CHF | 9,061 CHF | 82.19% | 82.19% |
06/11/2024 | 2.83% | 1.47 CHF | 1.48 CHF | 40,000 | 7,500 | 54,374 | 5,778 | 55,726 CHF | 6,532 CHF | 68.63% | 68.63% |
05/11/2024 | 1.76% | 1.57 CHF | 1.59 CHF | 40,000 | 7,500 | 32,053 | 5,286 | 54,891 CHF | 9,168 CHF | 98.83% | 98.83% |
04/11/2024 | 2.03% | 1.52 CHF | 1.53 CHF | 40,000 | 7,500 | 40,000 | 5,276 | 58,742 CHF | 7,929 CHF | 99.35% | 99.35% |
01/11/2024 | 1.94% | 1.43 CHF | 1.44 CHF | 40,000 | 7,500 | 40,000 | 5,901 | 55,897 CHF | 8,447 CHF | 93.63% | 93.63% |
31/10/2024 | 2.03% | 1.39 CHF | 1.41 CHF | 40,000 | 7,500 | 40,359 | 5,847 | 53,105 CHF | 7,841 CHF | 99.73% | 99.73% |