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 | 1.80% | 1.43 CHF | 1.44 CHF | 40,000 | 10,000 | 39,388 | 5,899 | 61,245 CHF | 9,231 CHF | 95.99% | 95.99% |
12/11/2024 | 1.92% | 1.42 CHF | 1.43 CHF | 40,000 | 7,500 | 40,000 | 5,284 | 60,004 CHF | 8,012 CHF | 96.06% | 96.06% |
11/11/2024 | 1.55% | 1.67 CHF | 1.69 CHF | 30,000 | 7,500 | 30,019 | 5,298 | 56,917 CHF | 10,079 CHF | 96.80% | 96.80% |
08/11/2024 | 1.33% | 1.93 CHF | 1.95 CHF | 30,000 | 7,500 | 30,000 | 5,610 | 65,576 CHF | 12,315 CHF | 87.57% | 87.57% |
07/11/2024 | 1.30% | 2.57 CHF | 2.58 CHF | 20,000 | 7,500 | 28,887 | 5,138 | 69,415 CHF | 12,633 CHF | 82.25% | 82.25% |
06/11/2024 | 1.71% | 2.16 CHF | 2.18 CHF | 30,000 | 7,500 | 36,167 | 5,615 | 61,692 CHF | 10,071 CHF | 86.86% | 86.86% |
05/11/2024 | 1.29% | 2.25 CHF | 2.27 CHF | 30,000 | 7,500 | 29,984 | 5,285 | 72,219 CHF | 12,789 CHF | 98.95% | 98.95% |
04/11/2024 | 1.45% | 2.20 CHF | 2.22 CHF | 30,000 | 7,500 | 30,000 | 5,275 | 64,611 CHF | 11,548 CHF | 99.43% | 99.43% |
01/11/2024 | 1.26% | 2.12 CHF | 2.13 CHF | 30,000 | 7,500 | 30,000 | 5,900 | 62,603 CHF | 12,509 CHF | 93.74% | 93.74% |
31/10/2024 | 1.31% | 2.08 CHF | 2.09 CHF | 30,000 | 7,500 | 30,000 | 5,847 | 60,111 CHF | 11,855 CHF | 99.76% | 99.76% |