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 | 1.46% | 2.07 CHF | 2.08 CHF | 30,000 | 10,000 | 30,000 | 5,924 | 57,675 CHF | 11,664 CHF | 95.27% | 95.27% |
12/11/2024 | 1.52% | 2.08 CHF | 2.10 CHF | 30,000 | 7,500 | 30,000 | 5,285 | 59,458 CHF | 10,690 CHF | 95.96% | 95.96% |
11/11/2024 | 1.87% | 1.82 CHF | 1.84 CHF | 30,000 | 7,500 | 37,810 | 5,299 | 59,362 CHF | 8,647 CHF | 96.75% | 96.75% |
08/11/2024 | 2.35% | 1.55 CHF | 1.57 CHF | 40,000 | 7,500 | 45,946 | 5,610 | 58,502 CHF | 7,471 CHF | 87.55% | 87.55% |
07/11/2024 | 2.89% | 0.91 CHF | 0.92 CHF | 60,000 | 7,500 | 51,729 | 5,139 | 54,656 CHF | 5,502 CHF | 82.20% | 82.20% |
06/11/2024 | 1.57% | 1.33 CHF | 1.35 CHF | 40,000 | 7,500 | 32,965 | 5,778 | 55,861 CHF | 9,872 CHF | 68.65% | 68.65% |
05/11/2024 | 1.27% | 1.19 CHF | 1.29 CHF | 50,000 | 7,500 | 40,000 | 7,500 | 51,319 CHF | 9,745 CHF | 2.53% | 98.84% |
04/11/2024 | 2.62% | 1.24 CHF | 1.28 CHF | 50,000 | 7,500 | 40,000 | 4,864 | 51,380 CHF | 6,397 CHF | 83.40% | 99.36% |
01/11/2024 | 1.92% | 1.36 CHF | 1.37 CHF | 40,000 | 7,500 | 40,000 | 5,897 | 54,808 CHF | 8,190 CHF | 93.39% | 93.65% |
31/10/2024 | 1.88% | 1.38 CHF | 1.40 CHF | 40,000 | 7,500 | 40,000 | 5,847 | 57,790 CHF | 8,612 CHF | 99.73% | 99.73% |