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 | 1.35% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 71,093 | 53,402 | 54,864 CHF | 41,832 CHF | 97.13% | 97.13% |
12/11/2024 | 1.48% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 73,389 | 52,717 | 53,639 CHF | 39,284 CHF | 99.53% | 99.53% |
11/11/2024 | 2.00% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 93,940 | 52,675 | 52,140 CHF | 29,752 CHF | 99.68% | 99.68% |
08/11/2024 | 2.21% | 0.48 CHF | 0.50 CHF | 110,000 | 25,000 | 100,577 | 25,000 | 50,618 CHF | 12,865 CHF | 51.89% | 58.92% |
07/11/2024 | 2.17% | 0.39 CHF | 0.55 CHF | 130,000 | 25,000 | 100,000 | 25,000 | 53,000 CHF | 13,541 CHF | 1.49% | 87.62% |
06/11/2024 | 1.83% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 89,705 | 36,775 | 52,897 CHF | 22,053 CHF | 90.18% | 90.18% |
05/11/2024 | - | 0.41 CHF | - CHF | 130,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.67% |
04/11/2024 | 2.61% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 120,842 | 35,137 | 52,462 CHF | 15,497 CHF | 90.32% | 92.36% |
01/11/2024 | 2.42% | 0.39 CHF | 0.42 CHF | 130,000 | 75,000 | 129,859 | 39,506 | 53,259 CHF | 16,597 CHF | 9.67% | 99.75% |
31/10/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 114,814 | 41,933 | 52,142 CHF | 19,289 CHF | 99.76% | 99.76% |