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 | 0.31% | 6.05 CHF | 6.06 CHF | 30,000 | 30,000 | 14,832 | 14,074 | 84,705 CHF | 80,718 CHF | 89.64% | 89.64% |
12/11/2024 | 0.32% | 5.47 CHF | 5.48 CHF | 30,000 | 30,000 | 14,842 | 14,084 | 81,339 CHF | 77,449 CHF | 89.47% | 89.47% |
11/11/2024 | 0.28% | 6.13 CHF | 6.14 CHF | 30,000 | 30,000 | 15,070 | 14,324 | 94,007 CHF | 89,487 CHF | 85.44% | 85.44% |
08/11/2024 | 0.31% | 5.62 CHF | 5.63 CHF | 30,000 | 30,000 | 14,827 | 14,068 | 83,690 CHF | 79,614 CHF | 89.74% | 89.74% |
07/11/2024 | 0.35% | 5.55 CHF | 5.56 CHF | 30,000 | 30,000 | 18,816 | 14,069 | 96,542 CHF | 73,297 CHF | 89.73% | 89.73% |
06/11/2024 | 0.33% | 4.87 CHF | 4.88 CHF | 30,000 | 30,000 | 15,945 | 14,798 | 79,916 CHF | 74,245 CHF | 78.44% | 78.44% |
05/11/2024 | 0.45% | 4.50 CHF | 4.51 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 88,824 CHF | 57,338 CHF | 89.45% | 89.45% |
04/11/2024 | 0.36% | 3.98 CHF | 3.99 CHF | 30,000 | 30,000 | 25,602 | 20,763 | 101,476 CHF | 82,614 CHF | 47.80% | 47.80% |
01/11/2024 | 0.37% | 3.99 CHF | 4.00 CHF | 30,000 | 30,000 | 23,449 | 16,244 | 102,509 CHF | 69,707 CHF | 99.03% | 99.03% |
31/10/2024 | 0.38% | 4.36 CHF | 4.37 CHF | 30,000 | 30,000 | 23,425 | 16,192 | 103,830 CHF | 72,798 CHF | 99.75% | 99.75% |