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 | 0.54% | 3.69 CHF | 3.70 CHF | 30,000 | 30,000 | 22,416 | 14,074 | 73,775 CHF | 47,498 CHF | 89.65% | 89.65% |
12/11/2024 | 0.57% | 3.11 CHF | 3.12 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 69,495 CHF | 44,259 CHF | 89.48% | 89.48% |
11/11/2024 | 0.44% | 3.78 CHF | 3.79 CHF | 30,000 | 30,000 | 22,535 | 14,324 | 88,357 CHF | 55,821 CHF | 85.44% | 85.44% |
08/11/2024 | 0.53% | 3.29 CHF | 3.30 CHF | 30,000 | 30,000 | 22,414 | 14,068 | 74,325 CHF | 46,823 CHF | 89.75% | 89.75% |
07/11/2024 | 0.65% | 3.22 CHF | 3.23 CHF | 30,000 | 30,000 | 22,414 | 14,069 | 62,300 CHF | 40,468 CHF | 89.74% | 89.74% |
06/11/2024 | 0.62% | 2.53 CHF | 2.54 CHF | 30,000 | 30,000 | 23,803 | 15,691 | 62,837 CHF | 40,906 CHF | 67.99% | 67.99% |
05/11/2024 | 1.13% | 2.19 CHF | 2.20 CHF | 30,000 | 30,000 | 37,611 | 14,084 | 59,926 CHF | 24,878 CHF | 89.46% | 89.46% |
04/11/2024 | 0.87% | 1.67 CHF | 1.68 CHF | 30,000 | 30,000 | 35,592 | 20,767 | 58,851 CHF | 34,811 CHF | 47.80% | 47.80% |