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% | 5.42 CHF | 5.43 CHF | 30,000 | 30,000 | 22,086 | 14,074 | 110,802 CHF | 71,794 CHF | 89.65% | 89.65% |
12/11/2024 | 0.37% | 4.83 CHF | 4.84 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 108,144 CHF | 68,539 CHF | 89.48% | 89.48% |
11/11/2024 | 0.31% | 5.50 CHF | 5.51 CHF | 30,000 | 30,000 | 15,070 | 14,324 | 84,492 CHF | 80,443 CHF | 85.44% | 85.44% |
08/11/2024 | 0.35% | 5.00 CHF | 5.01 CHF | 30,000 | 30,000 | 17,055 | 14,068 | 85,412 CHF | 70,808 CHF | 89.75% | 89.75% |
07/11/2024 | 0.40% | 4.92 CHF | 4.93 CHF | 30,000 | 30,000 | 22,414 | 14,069 | 100,588 CHF | 64,482 CHF | 89.73% | 89.73% |
06/11/2024 | 0.38% | 4.24 CHF | 4.25 CHF | 30,000 | 30,000 | 23,186 | 15,690 | 100,968 CHF | 67,733 CHF | 67.98% | 67.98% |
05/11/2024 | 0.54% | 3.88 CHF | 3.89 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 74,947 CHF | 48,620 CHF | 89.46% | 89.46% |
04/11/2024 | 0.43% | 3.36 CHF | 3.37 CHF | 30,000 | 30,000 | 25,602 | 20,764 | 85,647 CHF | 69,776 CHF | 47.80% | 47.80% |
01/11/2024 | 0.43% | 3.37 CHF | 3.38 CHF | 30,000 | 30,000 | 23,449 | 16,244 | 87,923 CHF | 59,602 CHF | 99.03% | 99.03% |
31/10/2024 | 0.44% | 3.74 CHF | 3.75 CHF | 30,000 | 30,000 | 23,425 | 16,192 | 89,321 CHF | 62,771 CHF | 99.75% | 99.75% |