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 | 0.83% | 3.62 CHF | 3.63 CHF | 20,000 | 10,000 | 20,000 | 5,903 | 69,366 CHF | 20,751 CHF | 95.89% | 95.89% |
12/11/2024 | 0.83% | 3.63 CHF | 3.64 CHF | 20,000 | 7,500 | 20,000 | 5,284 | 70,523 CHF | 18,844 CHF | 96.05% | 96.05% |
11/11/2024 | 0.95% | 3.36 CHF | 3.38 CHF | 20,000 | 7,500 | 20,000 | 5,298 | 62,420 CHF | 16,808 CHF | 96.80% | 96.80% |
08/11/2024 | 1.04% | 3.09 CHF | 3.10 CHF | 20,000 | 7,500 | 20,000 | 5,610 | 56,240 CHF | 16,050 CHF | 87.57% | 87.57% |
07/11/2024 | 1.20% | 2.44 CHF | 2.45 CHF | 30,000 | 7,500 | 21,065 | 5,138 | 54,497 CHF | 13,385 CHF | 82.24% | 82.24% |
06/11/2024 | 0.86% | 2.87 CHF | 2.88 CHF | 20,000 | 7,500 | 20,000 | 5,615 | 65,715 CHF | 18,399 CHF | 86.83% | 86.83% |
05/11/2024 | 1.24% | 2.71 CHF | 2.72 CHF | 20,000 | 7,500 | 25,106 | 5,285 | 63,257 CHF | 13,654 CHF | 98.94% | 98.94% |
04/11/2024 | 1.06% | 2.76 CHF | 2.77 CHF | 20,000 | 7,500 | 20,000 | 5,275 | 55,822 CHF | 14,843 CHF | 99.43% | 99.43% |
01/11/2024 | 0.91% | 2.88 CHF | 2.90 CHF | 20,000 | 7,500 | 20,000 | 5,900 | 57,882 CHF | 17,187 CHF | 93.74% | 93.74% |
31/10/2024 | 0.91% | 2.90 CHF | 2.92 CHF | 20,000 | 7,500 | 20,000 | 5,847 | 59,283 CHF | 17,494 CHF | 99.76% | 99.76% |