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 | 0.73% | 2.86 CHF | 2.87 CHF | 30,000 | 30,000 | 29,984 | 14,074 | 73,058 CHF | 35,878 CHF | 89.66% | 89.66% |
12/11/2024 | 0.78% | 2.29 CHF | 2.30 CHF | 30,000 | 30,000 | 30,000 | 14,084 | 67,902 CHF | 32,654 CHF | 89.49% | 89.49% |
11/11/2024 | 0.56% | 2.96 CHF | 2.97 CHF | 30,000 | 30,000 | 22,535 | 14,324 | 69,833 CHF | 44,046 CHF | 85.44% | 85.44% |
08/11/2024 | 0.70% | 2.47 CHF | 2.48 CHF | 30,000 | 30,000 | 24,930 | 14,069 | 62,179 CHF | 35,359 CHF | 89.75% | 89.75% |
07/11/2024 | 0.94% | 2.40 CHF | 2.41 CHF | 30,000 | 30,000 | 30,000 | 14,069 | 57,861 CHF | 28,998 CHF | 89.74% | 89.74% |
06/11/2024 | 0.90% | 1.71 CHF | 1.72 CHF | 30,000 | 30,000 | 31,646 | 15,691 | 58,126 CHF | 28,084 CHF | 67.99% | 67.99% |
05/11/2024 | 2.36% | 1.39 CHF | 1.40 CHF | 40,000 | 30,000 | 71,010 | 14,085 | 54,797 CHF | 13,547 CHF | 89.47% | 89.47% |
04/11/2024 | 1.68% | 0.87 CHF | 0.88 CHF | 60,000 | 30,000 | 63,664 | 20,767 | 54,152 CHF | 18,092 CHF | 47.80% | 47.80% |