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% | 6.17 CHF | 6.18 CHF | 30,000 | 30,000 | 14,833 | 14,074 | 86,514 CHF | 82,434 CHF | 89.65% | 89.65% |
12/11/2024 | 0.32% | 5.59 CHF | 5.60 CHF | 30,000 | 30,000 | 14,842 | 14,084 | 83,143 CHF | 79,161 CHF | 89.48% | 89.48% |
11/11/2024 | 0.27% | 6.25 CHF | 6.26 CHF | 30,000 | 30,000 | 15,071 | 14,324 | 95,842 CHF | 91,231 CHF | 85.44% | 85.44% |
08/11/2024 | 0.30% | 5.74 CHF | 5.75 CHF | 30,000 | 30,000 | 14,827 | 14,069 | 85,471 CHF | 81,304 CHF | 89.75% | 89.75% |
07/11/2024 | 0.34% | 5.66 CHF | 5.67 CHF | 30,000 | 30,000 | 14,828 | 14,069 | 78,647 CHF | 74,987 CHF | 89.74% | 89.74% |
06/11/2024 | 0.33% | 4.99 CHF | 5.00 CHF | 30,000 | 30,000 | 15,424 | 14,122 | 78,918 CHF | 72,433 CHF | 88.81% | 88.81% |
05/11/2024 | 0.44% | 4.62 CHF | 4.63 CHF | 30,000 | 30,000 | 22,416 | 14,074 | 91,429 CHF | 58,947 CHF | 89.41% | 89.41% |
04/11/2024 | 0.35% | 4.09 CHF | 4.10 CHF | 30,000 | 30,000 | 25,603 | 20,767 | 104,496 CHF | 85,073 CHF | 47.80% | 47.80% |
01/11/2024 | 0.36% | 4.11 CHF | 4.12 CHF | 30,000 | 30,000 | 23,449 | 16,244 | 105,286 CHF | 71,634 CHF | 99.04% | 99.04% |
31/10/2024 | 0.37% | 4.47 CHF | 4.48 CHF | 30,000 | 30,000 | 23,425 | 16,192 | 106,603 CHF | 74,715 CHF | 99.75% | 99.75% |