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% | 6.62 CHF | 6.63 CHF | 30,000 | 30,000 | 14,833 | 14,074 | 93,147 CHF | 88,729 CHF | 89.66% | 89.66% |
12/11/2024 | 0.29% | 6.03 CHF | 6.04 CHF | 30,000 | 30,000 | 14,842 | 14,084 | 89,775 CHF | 85,455 CHF | 89.49% | 89.49% |
11/11/2024 | 0.25% | 6.70 CHF | 6.71 CHF | 30,000 | 30,000 | 15,071 | 14,324 | 102,558 CHF | 97,614 CHF | 85.44% | 85.44% |
08/11/2024 | 0.28% | 6.19 CHF | 6.20 CHF | 30,000 | 30,000 | 14,827 | 14,069 | 92,015 CHF | 87,513 CHF | 89.75% | 89.75% |
07/11/2024 | 0.31% | 6.11 CHF | 6.12 CHF | 30,000 | 30,000 | 14,828 | 14,069 | 85,209 CHF | 81,212 CHF | 89.74% | 89.74% |
06/11/2024 | 0.31% | 5.43 CHF | 5.44 CHF | 30,000 | 30,000 | 14,878 | 14,122 | 82,811 CHF | 78,684 CHF | 88.81% | 88.81% |
05/11/2024 | 0.40% | 5.05 CHF | 5.06 CHF | 30,000 | 30,000 | 22,421 | 14,085 | 101,228 CHF | 65,136 CHF | 89.47% | 89.47% |
04/11/2024 | 0.32% | 4.53 CHF | 4.54 CHF | 30,000 | 30,000 | 25,603 | 20,767 | 115,663 CHF | 94,127 CHF | 47.80% | 47.80% |
01/11/2024 | 0.33% | 4.55 CHF | 4.56 CHF | 30,000 | 30,000 | 18,277 | 16,243 | 88,713 CHF | 78,758 CHF | 99.05% | 99.05% |
31/10/2024 | 0.34% | 4.91 CHF | 4.92 CHF | 30,000 | 30,000 | 22,395 | 16,192 | 111,637 CHF | 81,790 CHF | 99.75% | 99.75% |