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 | 0.28% | 6.84 CHF | 6.85 CHF | 30,000 | 30,000 | 14,833 | 14,074 | 96,370 CHF | 91,787 CHF | 89.66% | 89.66% |
12/11/2024 | 0.28% | 6.25 CHF | 6.26 CHF | 30,000 | 30,000 | 14,842 | 14,084 | 92,989 CHF | 88,504 CHF | 89.49% | 89.49% |
11/11/2024 | 0.25% | 6.91 CHF | 6.92 CHF | 30,000 | 30,000 | 15,071 | 14,325 | 105,823 CHF | 100,718 CHF | 85.45% | 85.45% |
08/11/2024 | 0.27% | 6.40 CHF | 6.41 CHF | 30,000 | 30,000 | 14,827 | 14,069 | 95,201 CHF | 90,536 CHF | 89.76% | 89.76% |
07/11/2024 | 0.30% | 6.32 CHF | 6.33 CHF | 30,000 | 30,000 | 14,828 | 14,069 | 88,390 CHF | 84,230 CHF | 89.75% | 89.75% |
06/11/2024 | 0.30% | 5.65 CHF | 5.66 CHF | 30,000 | 30,000 | 14,878 | 14,122 | 86,014 CHF | 81,724 CHF | 88.82% | 88.82% |
05/11/2024 | 0.38% | 5.26 CHF | 5.27 CHF | 30,000 | 30,000 | 22,421 | 14,085 | 105,995 CHF | 68,131 CHF | 89.47% | 89.47% |
04/11/2024 | 0.30% | 4.74 CHF | 4.75 CHF | 30,000 | 30,000 | 25,603 | 20,767 | 121,093 CHF | 98,531 CHF | 47.81% | 47.81% |
01/11/2024 | 0.32% | 4.76 CHF | 4.77 CHF | 30,000 | 30,000 | 16,899 | 16,243 | 85,509 CHF | 82,224 CHF | 99.05% | 99.05% |
31/10/2024 | 0.32% | 5.12 CHF | 5.13 CHF | 30,000 | 30,000 | 17,145 | 16,192 | 89,823 CHF | 85,230 CHF | 99.76% | 99.76% |