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 | 0.31% | 6.20 CHF | 6.21 CHF | 30,000 | 30,000 | 14,832 | 14,074 | 86,896 CHF | 82,796 CHF | 89.64% | 89.64% |
12/11/2024 | 0.31% | 5.61 CHF | 5.62 CHF | 30,000 | 30,000 | 14,842 | 14,084 | 83,541 CHF | 79,538 CHF | 89.47% | 89.47% |
11/11/2024 | 0.27% | 6.28 CHF | 6.29 CHF | 30,000 | 30,000 | 15,070 | 14,324 | 96,233 CHF | 91,603 CHF | 85.44% | 85.44% |
08/11/2024 | 0.30% | 5.77 CHF | 5.78 CHF | 30,000 | 30,000 | 14,827 | 14,068 | 85,860 CHF | 81,672 CHF | 89.74% | 89.74% |
07/11/2024 | 0.34% | 5.69 CHF | 5.70 CHF | 30,000 | 30,000 | 14,827 | 14,069 | 79,040 CHF | 75,360 CHF | 89.72% | 89.72% |
06/11/2024 | 0.33% | 5.01 CHF | 5.02 CHF | 30,000 | 30,000 | 15,363 | 14,122 | 79,019 CHF | 72,804 CHF | 88.80% | 88.80% |
05/11/2024 | 0.44% | 4.64 CHF | 4.65 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 92,060 CHF | 59,372 CHF | 89.45% | 89.45% |
04/11/2024 | 0.35% | 4.12 CHF | 4.13 CHF | 30,000 | 30,000 | 25,601 | 20,763 | 105,178 CHF | 85,613 CHF | 47.80% | 47.80% |
01/11/2024 | 0.36% | 4.14 CHF | 4.15 CHF | 30,000 | 30,000 | 23,449 | 16,244 | 105,912 CHF | 72,068 CHF | 99.03% | 99.03% |
31/10/2024 | 0.37% | 4.50 CHF | 4.51 CHF | 30,000 | 30,000 | 23,425 | 16,192 | 107,230 CHF | 75,148 CHF | 99.75% | 99.75% |