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 | 0.32% | 5.89 CHF | 5.90 CHF | 30,000 | 30,000 | 14,832 | 14,074 | 82,256 CHF | 78,394 CHF | 89.65% | 89.65% |
12/11/2024 | 0.33% | 5.30 CHF | 5.31 CHF | 30,000 | 30,000 | 14,842 | 14,084 | 78,889 CHF | 75,125 CHF | 89.48% | 89.48% |
11/11/2024 | 0.28% | 5.96 CHF | 5.97 CHF | 30,000 | 30,000 | 15,071 | 14,324 | 91,540 CHF | 87,142 CHF | 85.44% | 85.44% |
08/11/2024 | 0.32% | 5.46 CHF | 5.47 CHF | 30,000 | 30,000 | 14,827 | 14,068 | 81,272 CHF | 77,319 CHF | 89.75% | 89.75% |
07/11/2024 | 0.36% | 5.38 CHF | 5.39 CHF | 30,000 | 30,000 | 22,414 | 14,069 | 110,983 CHF | 71,002 CHF | 89.73% | 89.73% |
06/11/2024 | 0.35% | 4.70 CHF | 4.71 CHF | 30,000 | 30,000 | 18,456 | 14,169 | 89,420 CHF | 68,652 CHF | 88.00% | 88.00% |
05/11/2024 | 0.47% | 4.34 CHF | 4.35 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 85,207 CHF | 55,067 CHF | 89.46% | 89.46% |
04/11/2024 | 0.38% | 3.81 CHF | 3.82 CHF | 30,000 | 30,000 | 25,602 | 20,764 | 97,352 CHF | 79,271 CHF | 47.81% | 47.81% |
01/11/2024 | 0.38% | 3.83 CHF | 3.84 CHF | 30,000 | 30,000 | 23,449 | 16,244 | 98,704 CHF | 67,072 CHF | 99.04% | 99.04% |
31/10/2024 | 0.39% | 4.19 CHF | 4.20 CHF | 30,000 | 30,000 | 23,425 | 16,192 | 100,057 CHF | 70,190 CHF | 99.75% | 99.75% |