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% | 6.63 CHF | 6.64 CHF | 30,000 | 30,000 | 14,832 | 14,074 | 93,259 CHF | 88,834 CHF | 89.64% | 89.64% |
12/11/2024 | 0.29% | 6.04 CHF | 6.05 CHF | 30,000 | 30,000 | 14,842 | 14,084 | 89,895 CHF | 85,568 CHF | 89.46% | 89.46% |
11/11/2024 | 0.25% | 6.70 CHF | 6.71 CHF | 30,000 | 30,000 | 15,070 | 14,323 | 102,676 CHF | 97,726 CHF | 85.43% | 85.43% |
08/11/2024 | 0.28% | 6.19 CHF | 6.20 CHF | 30,000 | 30,000 | 14,826 | 14,068 | 92,139 CHF | 87,630 CHF | 89.74% | 89.74% |
07/11/2024 | 0.31% | 6.11 CHF | 6.12 CHF | 30,000 | 30,000 | 14,827 | 14,069 | 85,330 CHF | 81,327 CHF | 89.72% | 89.72% |
06/11/2024 | 0.31% | 5.44 CHF | 5.45 CHF | 30,000 | 30,000 | 14,878 | 14,122 | 82,935 CHF | 78,802 CHF | 88.79% | 88.79% |
05/11/2024 | 0.40% | 5.06 CHF | 5.07 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 101,431 CHF | 65,262 CHF | 89.45% | 89.45% |
04/11/2024 | 0.32% | 4.54 CHF | 4.55 CHF | 30,000 | 30,000 | 25,601 | 20,762 | 115,878 CHF | 94,290 CHF | 47.80% | 47.80% |
01/11/2024 | 0.33% | 4.56 CHF | 4.57 CHF | 30,000 | 30,000 | 18,125 | 16,243 | 88,115 CHF | 78,899 CHF | 99.03% | 99.03% |
31/10/2024 | 0.34% | 4.92 CHF | 4.93 CHF | 30,000 | 30,000 | 22,262 | 16,191 | 111,165 CHF | 81,929 CHF | 99.75% | 99.75% |