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 | 1.59% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 53,405 | 52,420 CHF | 35,628 CHF | 97.11% | 97.11% |
12/11/2024 | 1.74% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 87,394 | 52,722 | 53,608 CHF | 33,115 CHF | 99.51% | 99.51% |
11/11/2024 | 2.40% | 0.43 CHF | 0.45 CHF | 120,000 | 75,000 | 119,432 | 48,092 | 53,184 CHF | 21,915 CHF | 62.22% | 99.66% |
08/11/2024 | - | 0.36 CHF | - CHF | 140,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 58.90% |
07/11/2024 | - | 0.27 CHF | - CHF | 190,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 87.60% |
06/11/2024 | 2.20% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 110,257 | 36,780 | 52,124 CHF | 17,769 CHF | 90.14% | 90.14% |
05/11/2024 | - | 0.30 CHF | - CHF | 170,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.84% |
04/11/2024 | - | 0.29 CHF | - CHF | 180,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 92.25% |
01/11/2024 | - | 0.28 CHF | - CHF | 180,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.74% |
31/10/2024 | 3.13% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 153,978 | 41,935 | 52,004 CHF | 14,415 CHF | 99.75% | 99.75% |