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 | 0.62% | 3.29 CHF | 3.30 CHF | 30,000 | 30,000 | 22,416 | 14,074 | 64,901 CHF | 41,924 CHF | 89.66% | 89.66% |
12/11/2024 | 0.65% | 2.71 CHF | 2.72 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 60,639 CHF | 38,697 CHF | 89.49% | 89.49% |
11/11/2024 | 0.49% | 3.38 CHF | 3.39 CHF | 30,000 | 30,000 | 22,536 | 14,325 | 79,484 CHF | 50,180 CHF | 85.45% | 85.45% |
08/11/2024 | 0.60% | 2.90 CHF | 2.91 CHF | 30,000 | 30,000 | 22,414 | 14,069 | 65,575 CHF | 41,330 CHF | 89.76% | 89.76% |
07/11/2024 | 0.76% | 2.83 CHF | 2.84 CHF | 30,000 | 30,000 | 30,000 | 14,069 | 70,591 CHF | 34,965 CHF | 89.75% | 89.75% |
06/11/2024 | 0.73% | 2.14 CHF | 2.15 CHF | 30,000 | 30,000 | 29,353 | 15,691 | 66,656 CHF | 34,758 CHF | 67.99% | 67.99% |
05/11/2024 | 1.50% | 1.81 CHF | 1.82 CHF | 30,000 | 30,000 | 46,843 | 14,085 | 56,441 CHF | 19,448 CHF | 89.47% | 89.47% |
04/11/2024 | 1.13% | 1.29 CHF | 1.30 CHF | 40,000 | 30,000 | 43,094 | 20,767 | 54,667 CHF | 26,788 CHF | 47.81% | 47.81% |