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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/11/2024 | 0.71% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 139,712 CHF | 140,712 CHF | 99.34% | 99.34% |
06/11/2024 | 0.76% | 1.39 CHF | 1.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 130,851 CHF | 131,851 CHF | 99.14% | 99.14% |
05/11/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 118,973 CHF | 119,973 CHF | 99.48% | 99.48% |
04/11/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 119,210 CHF | 120,210 CHF | 97.57% | 97.57% |
01/11/2024 | 0.85% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 117,687 CHF | 118,687 CHF | 97.80% | 97.80% |
31/10/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 120,572 CHF | 121,572 CHF | 99.45% | 99.45% |
30/10/2024 | 0.81% | 1.26 CHF | 1.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 123,326 CHF | 124,326 CHF | 99.36% | 99.36% |
29/10/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 120,148 CHF | 121,148 CHF | 99.49% | 99.49% |
28/10/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 123,061 CHF | 124,061 CHF | 99.40% | 99.40% |
25/10/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 122,048 CHF | 123,048 CHF | 95.17% | 95.17% |