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 | 2.15% | 1.17 CHF | 1.18 CHF | 50,000 | 10,000 | 42,816 | 5,926 | 55,329 CHF | 7,743 CHF | 95.22% | 95.22% |
12/11/2024 | 2.34% | 1.16 CHF | 1.17 CHF | 50,000 | 7,500 | 42,146 | 5,285 | 52,147 CHF | 6,651 CHF | 95.95% | 95.95% |
11/11/2024 | 1.77% | 1.41 CHF | 1.43 CHF | 40,000 | 7,500 | 34,718 | 5,299 | 56,577 CHF | 8,716 CHF | 96.74% | 96.74% |
08/11/2024 | 1.53% | 1.68 CHF | 1.70 CHF | 30,000 | 7,500 | 30,603 | 5,610 | 58,904 CHF | 10,886 CHF | 87.54% | 87.54% |
07/11/2024 | 1.47% | 2.31 CHF | 2.33 CHF | 30,000 | 7,500 | 30,000 | 5,139 | 64,591 CHF | 11,320 CHF | 82.19% | 82.19% |
06/11/2024 | 1.95% | 1.91 CHF | 1.92 CHF | 30,000 | 7,500 | 37,243 | 5,778 | 54,961 CHF | 9,074 CHF | 68.64% | 68.64% |
05/11/2024 | 1.40% | 2.00 CHF | 2.02 CHF | 30,000 | 7,500 | 30,000 | 5,286 | 64,715 CHF | 11,457 CHF | 98.83% | 98.83% |
04/11/2024 | 1.61% | 1.95 CHF | 1.96 CHF | 30,000 | 7,500 | 30,000 | 5,276 | 57,037 CHF | 10,215 CHF | 99.36% | 99.36% |
01/11/2024 | 1.45% | 1.86 CHF | 1.88 CHF | 30,000 | 7,500 | 30,000 | 5,901 | 55,009 CHF | 11,019 CHF | 93.64% | 93.64% |
31/10/2024 | 1.53% | 1.82 CHF | 1.84 CHF | 30,000 | 7,500 | 30,233 | 5,847 | 52,916 CHF | 10,381 CHF | 99.73% | 99.73% |