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 | 0.35% | 5.56 CHF | 5.57 CHF | 30,000 | 30,000 | 15,085 | 14,074 | 78,638 CHF | 73,769 CHF | 89.66% | 89.66% |
12/11/2024 | 0.36% | 4.97 CHF | 4.98 CHF | 30,000 | 30,000 | 22,322 | 14,084 | 110,787 CHF | 70,509 CHF | 89.50% | 89.50% |
11/11/2024 | 0.30% | 5.64 CHF | 5.65 CHF | 30,000 | 30,000 | 15,071 | 14,325 | 86,599 CHF | 82,446 CHF | 85.45% | 85.45% |
08/11/2024 | 0.34% | 5.13 CHF | 5.14 CHF | 30,000 | 30,000 | 14,834 | 14,069 | 76,487 CHF | 72,748 CHF | 89.76% | 89.76% |
07/11/2024 | 0.39% | 5.06 CHF | 5.07 CHF | 30,000 | 30,000 | 22,414 | 14,069 | 103,682 CHF | 66,424 CHF | 89.75% | 89.75% |
06/11/2024 | 0.37% | 4.38 CHF | 4.39 CHF | 30,000 | 30,000 | 23,186 | 15,691 | 104,185 CHF | 69,913 CHF | 67.99% | 67.99% |
05/11/2024 | 0.52% | 4.01 CHF | 4.02 CHF | 30,000 | 30,000 | 22,421 | 14,085 | 77,990 CHF | 50,534 CHF | 89.47% | 89.47% |
04/11/2024 | 0.41% | 3.49 CHF | 3.50 CHF | 30,000 | 30,000 | 25,603 | 20,767 | 89,125 CHF | 72,604 CHF | 47.81% | 47.81% |
01/11/2024 | 0.41% | 3.50 CHF | 3.51 CHF | 30,000 | 30,000 | 23,449 | 16,243 | 91,121 CHF | 61,818 CHF | 99.05% | 99.05% |
31/10/2024 | 0.43% | 3.87 CHF | 3.88 CHF | 30,000 | 30,000 | 23,425 | 16,192 | 92,516 CHF | 64,979 CHF | 99.76% | 99.76% |