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 | 0.29% | 6.51 CHF | 6.52 CHF | 30,000 | 30,000 | 14,833 | 14,074 | 91,515 CHF | 87,179 CHF | 89.65% | 89.65% |
12/11/2024 | 0.30% | 5.92 CHF | 5.93 CHF | 30,000 | 30,000 | 14,842 | 14,084 | 88,145 CHF | 83,907 CHF | 89.49% | 89.49% |
11/11/2024 | 0.26% | 6.59 CHF | 6.60 CHF | 30,000 | 30,000 | 15,071 | 14,324 | 100,903 CHF | 96,041 CHF | 85.44% | 85.44% |
08/11/2024 | 0.29% | 6.08 CHF | 6.09 CHF | 30,000 | 30,000 | 14,827 | 14,069 | 90,401 CHF | 85,982 CHF | 89.75% | 89.75% |
07/11/2024 | 0.32% | 6.00 CHF | 6.01 CHF | 30,000 | 30,000 | 14,828 | 14,069 | 83,594 CHF | 79,681 CHF | 89.74% | 89.74% |
06/11/2024 | 0.31% | 5.32 CHF | 5.33 CHF | 30,000 | 30,000 | 14,878 | 14,122 | 81,189 CHF | 77,145 CHF | 88.81% | 88.81% |
05/11/2024 | 0.41% | 4.95 CHF | 4.96 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 98,834 CHF | 63,629 CHF | 89.46% | 89.46% |
04/11/2024 | 0.33% | 4.42 CHF | 4.43 CHF | 30,000 | 30,000 | 25,603 | 20,767 | 112,917 CHF | 91,900 CHF | 47.80% | 47.80% |
01/11/2024 | 0.34% | 4.44 CHF | 4.45 CHF | 30,000 | 30,000 | 19,080 | 16,244 | 90,701 CHF | 77,008 CHF | 99.04% | 99.04% |
31/10/2024 | 0.34% | 4.80 CHF | 4.81 CHF | 30,000 | 30,000 | 23,305 | 16,192 | 113,719 CHF | 80,049 CHF | 99.75% | 99.75% |