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% | 6.32 CHF | 6.33 CHF | 30,000 | 30,000 | 14,833 | 14,074 | 88,643 CHF | 84,454 CHF | 89.66% | 89.66% |
12/11/2024 | 0.31% | 5.73 CHF | 5.74 CHF | 30,000 | 30,000 | 14,842 | 14,084 | 85,264 CHF | 81,174 CHF | 89.49% | 89.49% |
11/11/2024 | 0.27% | 6.39 CHF | 6.40 CHF | 30,000 | 30,000 | 15,071 | 14,324 | 97,998 CHF | 93,280 CHF | 85.44% | 85.44% |
08/11/2024 | 0.30% | 5.89 CHF | 5.90 CHF | 30,000 | 30,000 | 14,827 | 14,069 | 87,566 CHF | 83,292 CHF | 89.75% | 89.75% |
07/11/2024 | 0.33% | 5.81 CHF | 5.82 CHF | 30,000 | 30,000 | 14,828 | 14,069 | 80,751 CHF | 76,983 CHF | 89.75% | 89.75% |
06/11/2024 | 0.33% | 5.13 CHF | 5.14 CHF | 30,000 | 30,000 | 14,878 | 14,122 | 78,336 CHF | 74,437 CHF | 88.82% | 88.82% |
05/11/2024 | 0.43% | 4.76 CHF | 4.77 CHF | 30,000 | 30,000 | 22,416 | 14,074 | 94,566 CHF | 60,916 CHF | 89.41% | 89.41% |
04/11/2024 | 0.34% | 4.23 CHF | 4.24 CHF | 30,000 | 30,000 | 25,603 | 20,767 | 108,077 CHF | 87,975 CHF | 47.80% | 47.80% |
01/11/2024 | 0.35% | 4.25 CHF | 4.26 CHF | 30,000 | 30,000 | 23,449 | 16,243 | 108,586 CHF | 73,919 CHF | 99.05% | 99.05% |
31/10/2024 | 0.36% | 4.61 CHF | 4.62 CHF | 30,000 | 30,000 | 23,425 | 16,192 | 109,884 CHF | 76,983 CHF | 99.75% | 99.75% |