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 | 3.14% | 0.74 CHF | 0.76 CHF | 70,000 | 10,000 | 62,763 | 5,924 | 54,588 CHF | 5,228 CHF | 95.29% | 95.29% |
12/11/2024 | 3.48% | 0.73 CHF | 0.75 CHF | 70,000 | 7,500 | 65,024 | 5,284 | 52,983 CHF | 4,412 CHF | 96.04% | 96.04% |
11/11/2024 | 2.39% | 0.99 CHF | 1.01 CHF | 60,000 | 7,500 | 45,159 | 5,298 | 54,567 CHF | 6,477 CHF | 96.79% | 96.79% |
08/11/2024 | 1.92% | 1.26 CHF | 1.28 CHF | 40,000 | 7,500 | 40,372 | 5,610 | 60,841 CHF | 8,536 CHF | 87.56% | 87.56% |
07/11/2024 | 1.82% | 1.89 CHF | 1.91 CHF | 30,000 | 7,500 | 31,138 | 5,139 | 53,763 CHF | 9,162 CHF | 82.24% | 82.24% |
06/11/2024 | 2.92% | 1.49 CHF | 1.50 CHF | 40,000 | 7,500 | 54,501 | 5,615 | 55,642 CHF | 6,276 CHF | 86.82% | 86.82% |
05/11/2024 | 1.75% | 1.59 CHF | 1.60 CHF | 40,000 | 7,500 | 32,007 | 5,285 | 55,436 CHF | 9,269 CHF | 98.93% | 98.93% |
04/11/2024 | 2.03% | 1.53 CHF | 1.55 CHF | 40,000 | 7,500 | 40,000 | 5,275 | 59,510 CHF | 8,031 CHF | 99.42% | 99.42% |
01/11/2024 | 1.89% | 1.45 CHF | 1.46 CHF | 40,000 | 7,500 | 40,000 | 5,900 | 56,683 CHF | 8,560 CHF | 93.73% | 93.73% |
31/10/2024 | 1.99% | 1.41 CHF | 1.43 CHF | 40,000 | 7,500 | 40,187 | 5,847 | 53,672 CHF | 7,954 CHF | 99.76% | 99.76% |