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 | 0.37% | 5.17 CHF | 5.18 CHF | 30,000 | 30,000 | 22,416 | 14,074 | 106,959 CHF | 68,337 CHF | 89.66% | 89.66% |
12/11/2024 | 0.39% | 4.59 CHF | 4.60 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 102,627 CHF | 65,073 CHF | 89.49% | 89.49% |
11/11/2024 | 0.32% | 5.25 CHF | 5.26 CHF | 30,000 | 30,000 | 14,855 | 14,097 | 79,695 CHF | 75,768 CHF | 89.26% | 89.26% |
08/11/2024 | 0.37% | 4.75 CHF | 4.76 CHF | 30,000 | 30,000 | 22,414 | 14,069 | 107,068 CHF | 67,387 CHF | 89.76% | 89.76% |
07/11/2024 | 0.42% | 4.68 CHF | 4.69 CHF | 30,000 | 30,000 | 22,414 | 14,069 | 95,120 CHF | 61,055 CHF | 89.75% | 89.75% |
06/11/2024 | 0.40% | 4.00 CHF | 4.01 CHF | 30,000 | 30,000 | 23,186 | 15,691 | 95,321 CHF | 63,915 CHF | 67.99% | 67.99% |
05/11/2024 | 0.58% | 3.64 CHF | 3.65 CHF | 30,000 | 30,000 | 22,421 | 14,085 | 69,552 CHF | 45,230 CHF | 89.47% | 89.47% |
04/11/2024 | 0.46% | 3.12 CHF | 3.13 CHF | 30,000 | 30,000 | 25,603 | 20,767 | 79,487 CHF | 64,788 CHF | 47.81% | 47.81% |
01/11/2024 | 0.46% | 3.12 CHF | 3.13 CHF | 30,000 | 30,000 | 23,449 | 16,244 | 82,250 CHF | 55,670 CHF | 99.05% | 99.05% |
31/10/2024 | 0.47% | 3.50 CHF | 3.51 CHF | 30,000 | 30,000 | 23,425 | 16,192 | 83,677 CHF | 58,870 CHF | 99.76% | 99.76% |