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 | 0.81% | 2.64 CHF | 2.65 CHF | 30,000 | 30,000 | 30,000 | 14,074 | 66,479 CHF | 32,771 CHF | 89.64% | 89.64% |
12/11/2024 | 0.86% | 2.06 CHF | 2.07 CHF | 30,000 | 30,000 | 30,000 | 14,084 | 61,291 CHF | 29,551 CHF | 89.47% | 89.47% |
11/11/2024 | 0.60% | 2.74 CHF | 2.75 CHF | 30,000 | 30,000 | 22,535 | 14,324 | 64,878 CHF | 40,895 CHF | 85.44% | 85.44% |
08/11/2024 | 0.77% | 2.26 CHF | 2.27 CHF | 30,000 | 30,000 | 30,000 | 14,068 | 68,569 CHF | 32,301 CHF | 89.74% | 89.74% |
07/11/2024 | 1.06% | 2.18 CHF | 2.19 CHF | 30,000 | 30,000 | 36,777 | 14,069 | 62,102 CHF | 25,928 CHF | 89.73% | 89.73% |
06/11/2024 | 1.01% | 1.49 CHF | 1.50 CHF | 40,000 | 30,000 | 35,383 | 15,690 | 56,921 CHF | 24,659 CHF | 67.98% | 67.98% |
05/11/2024 | 1.06% | 1.17 CHF | 1.18 CHF | 50,000 | 30,000 | 56,876 | 29,845 | 54,147 CHF | 29,307 CHF | 21.57% | 89.45% |
04/11/2024 | 2.25% | 0.65 CHF | 0.66 CHF | 80,000 | 30,000 | 83,223 | 20,560 | 53,287 CHF | 13,606 CHF | 46.77% | 47.80% |