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 | 0.27% | 6.92 CHF | 6.93 CHF | 30,000 | 30,000 | 14,833 | 14,074 | 97,565 CHF | 92,921 CHF | 89.66% | 89.66% |
12/11/2024 | 0.28% | 6.33 CHF | 6.34 CHF | 30,000 | 30,000 | 14,842 | 14,084 | 94,185 CHF | 89,640 CHF | 89.49% | 89.49% |
11/11/2024 | 0.24% | 6.99 CHF | 7.00 CHF | 30,000 | 30,000 | 15,071 | 14,325 | 107,034 CHF | 101,869 CHF | 85.45% | 85.45% |
08/11/2024 | 0.27% | 6.48 CHF | 6.49 CHF | 30,000 | 30,000 | 14,828 | 14,069 | 96,382 CHF | 91,657 CHF | 89.76% | 89.76% |
07/11/2024 | 0.30% | 6.40 CHF | 6.41 CHF | 30,000 | 30,000 | 14,828 | 14,069 | 89,572 CHF | 85,352 CHF | 89.75% | 89.75% |
06/11/2024 | 0.29% | 5.73 CHF | 5.74 CHF | 30,000 | 30,000 | 14,878 | 14,122 | 87,202 CHF | 82,852 CHF | 88.82% | 88.82% |
05/11/2024 | 0.37% | 5.34 CHF | 5.35 CHF | 30,000 | 30,000 | 22,421 | 14,085 | 107,749 CHF | 69,235 CHF | 89.47% | 89.47% |
04/11/2024 | 0.30% | 4.82 CHF | 4.83 CHF | 30,000 | 30,000 | 25,603 | 20,767 | 123,105 CHF | 100,162 CHF | 47.81% | 47.81% |
01/11/2024 | 0.31% | 4.84 CHF | 4.85 CHF | 30,000 | 30,000 | 16,899 | 16,243 | 86,846 CHF | 83,510 CHF | 99.05% | 99.05% |
31/10/2024 | 0.32% | 5.20 CHF | 5.21 CHF | 30,000 | 30,000 | 16,850 | 16,192 | 89,684 CHF | 86,507 CHF | 99.76% | 99.76% |