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% | 6.28 CHF | 6.29 CHF | 30,000 | 30,000 | 14,832 | 14,074 | 88,134 CHF | 83,971 CHF | 89.64% | 89.64% |
12/11/2024 | 0.31% | 5.70 CHF | 5.71 CHF | 30,000 | 30,000 | 14,842 | 14,084 | 84,764 CHF | 80,700 CHF | 89.46% | 89.46% |
11/11/2024 | 0.27% | 6.36 CHF | 6.37 CHF | 30,000 | 30,000 | 15,070 | 14,323 | 97,475 CHF | 92,783 CHF | 85.43% | 85.43% |
08/11/2024 | 0.30% | 5.85 CHF | 5.86 CHF | 30,000 | 30,000 | 14,827 | 14,068 | 87,072 CHF | 82,822 CHF | 89.74% | 89.74% |
07/11/2024 | 0.33% | 5.77 CHF | 5.78 CHF | 30,000 | 30,000 | 14,827 | 14,069 | 80,253 CHF | 76,511 CHF | 89.72% | 89.72% |
06/11/2024 | 0.33% | 5.10 CHF | 5.11 CHF | 30,000 | 30,000 | 14,892 | 14,122 | 77,908 CHF | 73,963 CHF | 88.80% | 88.80% |
05/11/2024 | 0.43% | 4.72 CHF | 4.73 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 93,870 CHF | 60,509 CHF | 89.45% | 89.45% |
04/11/2024 | 0.34% | 4.20 CHF | 4.21 CHF | 30,000 | 30,000 | 25,601 | 20,763 | 107,247 CHF | 87,290 CHF | 47.80% | 47.80% |
01/11/2024 | 0.35% | 4.22 CHF | 4.23 CHF | 30,000 | 30,000 | 23,449 | 16,244 | 107,815 CHF | 73,386 CHF | 99.02% | 99.02% |
31/10/2024 | 0.36% | 4.58 CHF | 4.59 CHF | 30,000 | 30,000 | 23,425 | 16,191 | 109,128 CHF | 76,458 CHF | 99.75% | 99.75% |