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% | 6.74 CHF | 6.75 CHF | 30,000 | 30,000 | 14,832 | 14,074 | 94,858 CHF | 90,351 CHF | 89.64% | 89.64% |
12/11/2024 | 0.29% | 6.15 CHF | 6.16 CHF | 30,000 | 30,000 | 14,842 | 14,084 | 91,479 CHF | 87,071 CHF | 89.47% | 89.47% |
11/11/2024 | 0.25% | 6.81 CHF | 6.82 CHF | 30,000 | 30,000 | 15,070 | 14,324 | 104,285 CHF | 99,255 CHF | 85.44% | 85.44% |
08/11/2024 | 0.28% | 6.30 CHF | 6.31 CHF | 30,000 | 30,000 | 14,827 | 14,068 | 93,711 CHF | 89,122 CHF | 89.74% | 89.74% |
07/11/2024 | 0.31% | 6.22 CHF | 6.23 CHF | 30,000 | 30,000 | 14,827 | 14,069 | 86,899 CHF | 82,816 CHF | 89.72% | 89.72% |
06/11/2024 | 0.30% | 5.54 CHF | 5.55 CHF | 30,000 | 30,000 | 14,878 | 14,122 | 84,515 CHF | 80,302 CHF | 88.80% | 88.80% |
05/11/2024 | 0.39% | 5.17 CHF | 5.18 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 103,788 CHF | 66,742 CHF | 89.45% | 89.45% |
04/11/2024 | 0.31% | 4.64 CHF | 4.65 CHF | 30,000 | 30,000 | 25,601 | 20,763 | 118,566 CHF | 96,472 CHF | 47.80% | 47.80% |
01/11/2024 | 0.32% | 4.66 CHF | 4.67 CHF | 30,000 | 30,000 | 16,939 | 16,244 | 84,033 CHF | 80,613 CHF | 99.03% | 99.03% |
31/10/2024 | 0.33% | 5.02 CHF | 5.03 CHF | 30,000 | 30,000 | 21,653 | 16,192 | 110,424 CHF | 83,628 CHF | 99.75% | 99.75% |