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 | 0.30% | 6.40 CHF | 6.41 CHF | 30,000 | 30,000 | 14,833 | 14,074 | 89,833 CHF | 85,583 CHF | 89.66% | 89.66% |
12/11/2024 | 0.30% | 5.81 CHF | 5.82 CHF | 30,000 | 30,000 | 14,842 | 14,084 | 86,456 CHF | 82,305 CHF | 89.49% | 89.49% |
11/11/2024 | 0.26% | 6.47 CHF | 6.48 CHF | 30,000 | 30,000 | 15,071 | 14,324 | 99,203 CHF | 94,426 CHF | 85.44% | 85.44% |
08/11/2024 | 0.29% | 5.97 CHF | 5.98 CHF | 30,000 | 30,000 | 14,827 | 14,069 | 88,741 CHF | 84,407 CHF | 89.75% | 89.75% |
07/11/2024 | 0.33% | 5.89 CHF | 5.90 CHF | 30,000 | 30,000 | 14,828 | 14,069 | 81,928 CHF | 78,099 CHF | 89.74% | 89.74% |
06/11/2024 | 0.32% | 5.21 CHF | 5.22 CHF | 30,000 | 30,000 | 14,878 | 14,122 | 79,519 CHF | 75,559 CHF | 88.81% | 88.81% |
05/11/2024 | 0.42% | 4.83 CHF | 4.84 CHF | 30,000 | 30,000 | 22,421 | 14,085 | 96,347 CHF | 62,068 CHF | 89.47% | 89.47% |
04/11/2024 | 0.33% | 4.31 CHF | 4.32 CHF | 30,000 | 30,000 | 25,603 | 20,767 | 110,082 CHF | 89,601 CHF | 47.80% | 47.80% |
01/11/2024 | 0.34% | 4.33 CHF | 4.34 CHF | 30,000 | 30,000 | 20,572 | 16,244 | 95,984 CHF | 75,196 CHF | 99.05% | 99.05% |
31/10/2024 | 0.35% | 4.69 CHF | 4.70 CHF | 30,000 | 30,000 | 23,425 | 16,192 | 111,724 CHF | 78,254 CHF | 99.75% | 99.75% |