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 | 2.47% | 1.00 CHF | 1.01 CHF | 50,000 | 10,000 | 50,327 | 5,900 | 56,548 CHF | 6,690 CHF | 95.98% | 95.98% |
12/11/2024 | 2.68% | 0.99 CHF | 1.00 CHF | 60,000 | 7,500 | 51,467 | 5,284 | 54,908 CHF | 5,740 CHF | 96.04% | 96.04% |
11/11/2024 | 1.96% | 1.24 CHF | 1.26 CHF | 50,000 | 7,500 | 40,207 | 5,298 | 58,959 CHF | 7,806 CHF | 96.79% | 96.79% |
08/11/2024 | 1.67% | 1.51 CHF | 1.53 CHF | 40,000 | 7,500 | 31,768 | 5,610 | 55,534 CHF | 9,931 CHF | 87.56% | 87.56% |
07/11/2024 | 1.59% | 2.14 CHF | 2.16 CHF | 30,000 | 7,500 | 30,000 | 5,139 | 59,477 CHF | 10,443 CHF | 82.24% | 82.24% |
06/11/2024 | 2.33% | 1.73 CHF | 1.75 CHF | 30,000 | 7,500 | 45,230 | 5,615 | 57,494 CHF | 7,678 CHF | 86.81% | 86.81% |
05/11/2024 | 1.56% | 1.83 CHF | 1.85 CHF | 30,000 | 7,500 | 30,000 | 5,285 | 59,655 CHF | 10,568 CHF | 98.93% | 98.93% |
04/11/2024 | 1.79% | 1.78 CHF | 1.80 CHF | 30,000 | 7,500 | 30,231 | 5,275 | 52,388 CHF | 9,331 CHF | 99.42% | 99.42% |
01/11/2024 | 1.58% | 1.70 CHF | 1.71 CHF | 30,000 | 7,500 | 35,138 | 5,900 | 58,275 CHF | 10,018 CHF | 93.73% | 93.73% |
31/10/2024 | 1.67% | 1.66 CHF | 1.67 CHF | 40,000 | 7,500 | 39,999 | 5,847 | 63,307 CHF | 9,395 CHF | 99.75% | 99.75% |