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 | 14,832 | 14,074 | 89,850 CHF | 85,600 CHF | 89.65% | 89.65% |
12/11/2024 | 0.30% | 5.81 CHF | 5.82 CHF | 30,000 | 30,000 | 14,842 | 14,084 | 86,491 CHF | 82,338 CHF | 89.48% | 89.48% |
11/11/2024 | 0.26% | 6.48 CHF | 6.49 CHF | 30,000 | 30,000 | 15,070 | 14,324 | 99,230 CHF | 94,451 CHF | 85.44% | 85.44% |
08/11/2024 | 0.29% | 5.97 CHF | 5.98 CHF | 30,000 | 30,000 | 14,827 | 14,068 | 88,774 CHF | 84,438 CHF | 89.75% | 89.75% |
07/11/2024 | 0.33% | 5.89 CHF | 5.90 CHF | 30,000 | 30,000 | 14,827 | 14,069 | 81,964 CHF | 78,133 CHF | 89.73% | 89.73% |
06/11/2024 | 0.32% | 5.21 CHF | 5.22 CHF | 30,000 | 30,000 | 14,878 | 14,122 | 79,548 CHF | 75,587 CHF | 88.81% | 88.81% |
05/11/2024 | 0.42% | 4.84 CHF | 4.85 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 96,413 CHF | 62,108 CHF | 89.46% | 89.46% |
04/11/2024 | 0.33% | 4.31 CHF | 4.32 CHF | 30,000 | 30,000 | 25,602 | 20,764 | 110,151 CHF | 89,651 CHF | 47.81% | 47.81% |
01/11/2024 | 0.34% | 4.33 CHF | 4.34 CHF | 30,000 | 30,000 | 20,497 | 16,244 | 95,670 CHF | 75,241 CHF | 99.03% | 99.03% |
31/10/2024 | 0.35% | 4.70 CHF | 4.71 CHF | 30,000 | 30,000 | 23,425 | 16,192 | 111,783 CHF | 78,295 CHF | 99.75% | 99.75% |