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% | 5.68 CHF | 5.69 CHF | 30,000 | 30,000 | 14,832 | 14,074 | 79,254 CHF | 75,545 CHF | 89.64% | 89.64% |
12/11/2024 | 0.35% | 5.10 CHF | 5.11 CHF | 30,000 | 30,000 | 16,130 | 14,084 | 82,289 CHF | 72,282 CHF | 89.46% | 89.46% |
11/11/2024 | 0.29% | 5.76 CHF | 5.77 CHF | 30,000 | 30,000 | 15,070 | 14,323 | 88,501 CHF | 84,253 CHF | 85.43% | 85.43% |
08/11/2024 | 0.33% | 5.26 CHF | 5.27 CHF | 30,000 | 30,000 | 14,827 | 14,068 | 78,311 CHF | 74,509 CHF | 89.74% | 89.74% |
07/11/2024 | 0.38% | 5.18 CHF | 5.19 CHF | 30,000 | 30,000 | 22,414 | 14,069 | 106,504 CHF | 68,193 CHF | 89.72% | 89.72% |
06/11/2024 | 0.36% | 4.50 CHF | 4.51 CHF | 30,000 | 30,000 | 23,186 | 15,690 | 107,092 CHF | 71,878 CHF | 67.98% | 67.98% |
05/11/2024 | 0.50% | 4.14 CHF | 4.15 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 80,781 CHF | 52,285 CHF | 89.45% | 89.45% |
04/11/2024 | 0.40% | 3.62 CHF | 3.63 CHF | 30,000 | 30,000 | 25,601 | 20,763 | 92,304 CHF | 75,173 CHF | 47.80% | 47.80% |
01/11/2024 | 0.40% | 3.63 CHF | 3.64 CHF | 30,000 | 30,000 | 23,449 | 16,244 | 94,064 CHF | 63,856 CHF | 99.02% | 99.02% |
31/10/2024 | 0.41% | 4.00 CHF | 4.01 CHF | 30,000 | 30,000 | 23,424 | 16,191 | 95,422 CHF | 66,987 CHF | 99.75% | 99.75% |