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 | 0.91% | 1.10 CHF | 1.11 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 491,512 CHF | 82,669 CHF | 99.28% | 99.28% |
06/11/2024 | 0.94% | 0.98 CHF | 0.99 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 475,216 CHF | 79,953 CHF | 98.97% | 98.97% |
05/11/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 435,377 CHF | 73,313 CHF | 99.27% | 99.27% |
04/11/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 456,676 CHF | 76,863 CHF | 99.38% | 99.38% |
01/11/2024 | 1.03% | 1.02 CHF | 1.03 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 436,564 CHF | 73,511 CHF | 99.36% | 99.36% |
31/10/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 431,205 CHF | 72,617 CHF | 98.97% | 98.97% |
30/10/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 486,822 CHF | 81,887 CHF | 99.23% | 99.23% |
29/10/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 505,833 CHF | 85,056 CHF | 98.58% | 98.58% |
28/10/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 514,026 CHF | 86,421 CHF | 96.82% | 96.82% |
25/10/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 480,941 CHF | 80,907 CHF | 99.27% | 99.27% |