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 | 0.33% | 5.82 CHF | 5.83 CHF | 30,000 | 30,000 | 14,833 | 14,074 | 81,221 CHF | 77,411 CHF | 89.66% | 89.66% |
12/11/2024 | 0.34% | 5.23 CHF | 5.24 CHF | 30,000 | 30,000 | 14,842 | 14,084 | 77,851 CHF | 74,139 CHF | 89.49% | 89.49% |
11/11/2024 | 0.29% | 5.89 CHF | 5.90 CHF | 30,000 | 30,000 | 15,071 | 14,325 | 90,491 CHF | 86,145 CHF | 85.45% | 85.45% |
08/11/2024 | 0.32% | 5.39 CHF | 5.40 CHF | 30,000 | 30,000 | 14,827 | 14,069 | 80,241 CHF | 76,341 CHF | 89.75% | 89.75% |
07/11/2024 | 0.37% | 5.31 CHF | 5.32 CHF | 30,000 | 30,000 | 22,414 | 14,069 | 109,418 CHF | 70,021 CHF | 89.75% | 89.75% |
06/11/2024 | 0.36% | 4.63 CHF | 4.64 CHF | 30,000 | 30,000 | 19,750 | 14,169 | 94,540 CHF | 67,666 CHF | 88.01% | 88.01% |
05/11/2024 | 0.48% | 4.27 CHF | 4.28 CHF | 30,000 | 30,000 | 22,421 | 14,085 | 83,656 CHF | 54,092 CHF | 89.47% | 89.47% |
04/11/2024 | 0.39% | 3.74 CHF | 3.75 CHF | 30,000 | 30,000 | 25,603 | 20,767 | 95,581 CHF | 77,842 CHF | 47.81% | 47.81% |
01/11/2024 | 0.39% | 3.76 CHF | 3.77 CHF | 30,000 | 30,000 | 23,449 | 16,244 | 97,073 CHF | 65,942 CHF | 99.05% | 99.05% |
31/10/2024 | 0.40% | 4.13 CHF | 4.14 CHF | 30,000 | 30,000 | 23,425 | 16,192 | 98,430 CHF | 69,067 CHF | 99.76% | 99.76% |