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 | 0.34% | 5.69 CHF | 5.70 CHF | 30,000 | 30,000 | 14,833 | 14,074 | 79,295 CHF | 75,584 CHF | 89.66% | 89.66% |
12/11/2024 | 0.35% | 5.10 CHF | 5.11 CHF | 30,000 | 30,000 | 16,116 | 14,084 | 82,265 CHF | 72,318 CHF | 89.49% | 89.49% |
11/11/2024 | 0.29% | 5.77 CHF | 5.78 CHF | 30,000 | 30,000 | 15,071 | 14,324 | 88,537 CHF | 84,288 CHF | 85.44% | 85.44% |
08/11/2024 | 0.33% | 5.26 CHF | 5.27 CHF | 30,000 | 30,000 | 14,827 | 14,069 | 78,344 CHF | 74,541 CHF | 89.75% | 89.75% |
07/11/2024 | 0.38% | 5.18 CHF | 5.19 CHF | 30,000 | 30,000 | 22,414 | 14,069 | 106,536 CHF | 68,214 CHF | 89.74% | 89.74% |
06/11/2024 | 0.36% | 4.51 CHF | 4.52 CHF | 30,000 | 30,000 | 23,186 | 15,691 | 107,144 CHF | 71,915 CHF | 67.99% | 67.99% |
05/11/2024 | 0.50% | 4.14 CHF | 4.15 CHF | 30,000 | 30,000 | 22,421 | 14,085 | 80,802 CHF | 52,301 CHF | 89.47% | 89.47% |
04/11/2024 | 0.40% | 3.62 CHF | 3.63 CHF | 30,000 | 30,000 | 25,603 | 20,767 | 92,332 CHF | 75,205 CHF | 47.80% | 47.80% |
01/11/2024 | 0.40% | 3.63 CHF | 3.64 CHF | 30,000 | 30,000 | 23,449 | 16,243 | 94,085 CHF | 63,872 CHF | 99.05% | 99.05% |
31/10/2024 | 0.41% | 4.00 CHF | 4.01 CHF | 30,000 | 30,000 | 23,425 | 16,192 | 95,454 CHF | 67,011 CHF | 99.75% | 99.75% |