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 | 4.58% | 0.46 CHF | 0.48 CHF | 110,000 | 10,000 | 90,270 | 5,926 | 52,868 CHF | 3,572 CHF | 95.23% | 95.23% |
12/11/2024 | 5.22% | 0.46 CHF | 0.47 CHF | 110,000 | 7,500 | 97,694 | 5,285 | 52,139 CHF | 2,937 CHF | 95.97% | 95.97% |
11/11/2024 | 3.03% | 0.71 CHF | 0.73 CHF | 80,000 | 7,500 | 60,086 | 5,299 | 55,798 CHF | 5,001 CHF | 96.75% | 96.75% |
08/11/2024 | 2.31% | 0.98 CHF | 1.00 CHF | 60,000 | 7,500 | 43,240 | 5,610 | 52,813 CHF | 6,985 CHF | 87.55% | 87.55% |
07/11/2024 | 2.23% | 1.62 CHF | 1.63 CHF | 40,000 | 7,500 | 39,980 | 5,139 | 58,200 CHF | 7,742 CHF | 82.20% | 82.20% |
06/11/2024 | 3.80% | 1.21 CHF | 1.22 CHF | 50,000 | 7,500 | 71,874 | 5,782 | 54,468 CHF | 5,048 CHF | 68.27% | 68.27% |
05/11/2024 | 2.05% | 1.31 CHF | 1.33 CHF | 40,000 | 7,500 | 40,311 | 5,286 | 59,202 CHF | 7,828 CHF | 98.85% | 98.85% |
04/11/2024 | 2.53% | 1.26 CHF | 1.28 CHF | 40,000 | 7,500 | 48,654 | 5,276 | 59,033 CHF | 6,596 CHF | 99.37% | 99.37% |
01/11/2024 | 2.33% | 1.17 CHF | 1.19 CHF | 50,000 | 7,500 | 49,832 | 5,901 | 56,957 CHF | 6,945 CHF | 93.66% | 93.66% |
31/10/2024 | 2.48% | 1.14 CHF | 1.15 CHF | 50,000 | 7,500 | 50,408 | 5,847 | 53,560 CHF | 6,358 CHF | 99.73% | 99.73% |