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 | 0.28% | 6.82 CHF | 6.83 CHF | 30,000 | 30,000 | 14,832 | 14,074 | 96,086 CHF | 91,517 CHF | 89.64% | 89.64% |
12/11/2024 | 0.28% | 6.23 CHF | 6.24 CHF | 30,000 | 30,000 | 14,842 | 14,084 | 92,718 CHF | 88,247 CHF | 89.46% | 89.46% |
11/11/2024 | 0.25% | 6.89 CHF | 6.90 CHF | 30,000 | 30,000 | 15,070 | 14,323 | 105,535 CHF | 100,443 CHF | 85.43% | 85.43% |
08/11/2024 | 0.27% | 6.38 CHF | 6.39 CHF | 30,000 | 30,000 | 14,826 | 14,068 | 94,925 CHF | 90,274 CHF | 89.74% | 89.74% |
07/11/2024 | 0.30% | 6.30 CHF | 6.31 CHF | 30,000 | 30,000 | 14,827 | 14,069 | 88,120 CHF | 83,975 CHF | 89.72% | 89.72% |
06/11/2024 | 0.30% | 5.63 CHF | 5.64 CHF | 30,000 | 30,000 | 14,878 | 14,122 | 85,742 CHF | 81,466 CHF | 88.79% | 88.79% |
05/11/2024 | 0.38% | 5.25 CHF | 5.26 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 105,608 CHF | 67,886 CHF | 89.45% | 89.45% |
04/11/2024 | 0.31% | 4.72 CHF | 4.73 CHF | 30,000 | 30,000 | 25,601 | 20,763 | 120,645 CHF | 98,158 CHF | 47.80% | 47.80% |
01/11/2024 | 0.32% | 4.74 CHF | 4.75 CHF | 30,000 | 30,000 | 16,899 | 16,244 | 85,212 CHF | 81,937 CHF | 99.02% | 99.02% |
31/10/2024 | 0.32% | 5.11 CHF | 5.12 CHF | 30,000 | 30,000 | 17,962 | 16,191 | 93,595 CHF | 84,941 CHF | 99.75% | 99.75% |