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 | 1.23% | 2.43 CHF | 2.45 CHF | 30,000 | 10,000 | 30,000 | 5,924 | 68,526 CHF | 13,808 CHF | 95.29% | 95.29% |
12/11/2024 | 1.26% | 2.44 CHF | 2.46 CHF | 30,000 | 7,500 | 29,802 | 5,284 | 69,820 CHF | 12,599 CHF | 96.05% | 96.05% |
11/11/2024 | 1.52% | 2.18 CHF | 2.20 CHF | 30,000 | 7,500 | 30,000 | 5,298 | 58,250 CHF | 10,559 CHF | 96.80% | 96.80% |
08/11/2024 | 1.83% | 1.91 CHF | 1.93 CHF | 30,000 | 7,500 | 37,625 | 5,610 | 61,321 CHF | 9,489 CHF | 87.57% | 87.57% |
07/11/2024 | 2.19% | 1.27 CHF | 1.28 CHF | 40,000 | 7,500 | 40,283 | 5,138 | 57,218 CHF | 7,357 CHF | 82.24% | 82.24% |
06/11/2024 | 1.32% | 1.69 CHF | 1.71 CHF | 30,000 | 7,500 | 30,264 | 5,615 | 63,783 CHF | 11,805 CHF | 86.83% | 86.83% |
05/11/2024 | 2.22% | 1.55 CHF | 1.57 CHF | 40,000 | 7,500 | 40,000 | 5,332 | 55,195 CHF | 7,616 CHF | 96.17% | 98.93% |
04/11/2024 | 1.87% | 1.60 CHF | 1.62 CHF | 40,000 | 7,500 | 38,846 | 5,275 | 63,365 CHF | 8,739 CHF | 99.43% | 99.43% |
01/11/2024 | 1.52% | 1.72 CHF | 1.73 CHF | 30,000 | 7,500 | 30,962 | 5,900 | 53,485 CHF | 10,317 CHF | 93.74% | 93.74% |
31/10/2024 | 1.51% | 1.74 CHF | 1.76 CHF | 30,000 | 7,500 | 30,000 | 5,847 | 54,113 CHF | 10,711 CHF | 99.76% | 99.76% |