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 | 1.53% | 1.74 CHF | 1.76 CHF | 30,000 | 10,000 | 30,000 | 5,907 | 56,078 CHF | 11,091 CHF | 95.78% | 95.78% |
12/11/2024 | 1.62% | 1.73 CHF | 1.74 CHF | 30,000 | 7,500 | 30,121 | 5,284 | 54,540 CHF | 9,660 CHF | 96.05% | 96.05% |
11/11/2024 | 1.32% | 1.98 CHF | 2.00 CHF | 30,000 | 7,500 | 30,000 | 5,298 | 66,211 CHF | 11,725 CHF | 96.80% | 96.80% |
08/11/2024 | 1.19% | 2.24 CHF | 2.26 CHF | 30,000 | 7,500 | 22,428 | 5,610 | 55,506 CHF | 14,045 CHF | 87.56% | 87.56% |
07/11/2024 | 1.14% | 2.87 CHF | 2.89 CHF | 20,000 | 7,500 | 20,000 | 5,139 | 54,365 CHF | 14,220 CHF | 82.24% | 82.24% |
06/11/2024 | 1.44% | 2.47 CHF | 2.49 CHF | 30,000 | 7,500 | 29,724 | 5,615 | 60,431 CHF | 11,807 CHF | 86.83% | 86.83% |
05/11/2024 | 1.13% | 2.56 CHF | 2.58 CHF | 20,000 | 7,500 | 20,393 | 5,285 | 55,252 CHF | 14,399 CHF | 98.93% | 98.93% |
04/11/2024 | 1.22% | 2.51 CHF | 2.52 CHF | 20,000 | 7,500 | 28,884 | 5,275 | 70,940 CHF | 13,149 CHF | 99.42% | 99.42% |