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% | 5.55 CHF | 5.56 CHF | 30,000 | 30,000 | 15,288 | 14,074 | 79,542 CHF | 73,668 CHF | 89.64% | 89.64% |
12/11/2024 | 0.36% | 4.97 CHF | 4.98 CHF | 30,000 | 30,000 | 22,390 | 14,084 | 110,962 CHF | 70,409 CHF | 89.47% | 89.47% |
11/11/2024 | 0.30% | 5.63 CHF | 5.64 CHF | 30,000 | 30,000 | 15,070 | 14,324 | 86,499 CHF | 82,351 CHF | 85.44% | 85.44% |
08/11/2024 | 0.34% | 5.13 CHF | 5.14 CHF | 30,000 | 30,000 | 14,844 | 14,068 | 76,447 CHF | 72,660 CHF | 89.75% | 89.75% |
07/11/2024 | 0.39% | 5.05 CHF | 5.06 CHF | 30,000 | 30,000 | 22,414 | 14,069 | 103,557 CHF | 66,343 CHF | 89.73% | 89.73% |
06/11/2024 | 0.37% | 4.37 CHF | 4.38 CHF | 30,000 | 30,000 | 23,186 | 15,690 | 104,030 CHF | 69,807 CHF | 67.98% | 67.98% |
05/11/2024 | 0.52% | 4.01 CHF | 4.02 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 77,864 CHF | 50,453 CHF | 89.45% | 89.45% |
04/11/2024 | 0.41% | 3.49 CHF | 3.50 CHF | 30,000 | 30,000 | 25,602 | 20,763 | 88,975 CHF | 72,474 CHF | 47.80% | 47.80% |
01/11/2024 | 0.42% | 3.50 CHF | 3.51 CHF | 30,000 | 30,000 | 23,449 | 16,244 | 90,998 CHF | 61,731 CHF | 99.03% | 99.03% |
31/10/2024 | 0.43% | 3.87 CHF | 3.88 CHF | 30,000 | 30,000 | 23,425 | 16,192 | 92,371 CHF | 64,879 CHF | 99.75% | 99.75% |