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 | 0.58% | 3.49 CHF | 3.50 CHF | 30,000 | 30,000 | 22,416 | 14,074 | 69,371 CHF | 44,732 CHF | 89.65% | 89.65% |
12/11/2024 | 0.61% | 2.91 CHF | 2.92 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 65,110 CHF | 41,506 CHF | 89.48% | 89.48% |
11/11/2024 | 0.46% | 3.58 CHF | 3.59 CHF | 30,000 | 30,000 | 22,535 | 14,324 | 83,972 CHF | 53,031 CHF | 85.44% | 85.44% |
08/11/2024 | 0.56% | 3.10 CHF | 3.11 CHF | 30,000 | 30,000 | 22,414 | 14,068 | 69,995 CHF | 44,106 CHF | 89.75% | 89.75% |
07/11/2024 | 0.70% | 3.02 CHF | 3.03 CHF | 30,000 | 30,000 | 28,173 | 14,069 | 71,928 CHF | 37,747 CHF | 89.74% | 89.74% |
06/11/2024 | 0.67% | 2.34 CHF | 2.35 CHF | 30,000 | 30,000 | 25,171 | 15,691 | 61,536 CHF | 37,869 CHF | 67.99% | 67.99% |
05/11/2024 | 1.28% | 2.00 CHF | 2.01 CHF | 30,000 | 30,000 | 37,905 | 14,084 | 53,242 CHF | 22,200 CHF | 89.46% | 89.46% |
04/11/2024 | 0.98% | 1.48 CHF | 1.49 CHF | 40,000 | 30,000 | 40,000 | 20,764 | 58,754 CHF | 30,859 CHF | 47.81% | 47.81% |