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% | 6.01 CHF | 6.02 CHF | 30,000 | 30,000 | 14,833 | 14,074 | 84,130 CHF | 80,172 CHF | 89.65% | 89.65% |
12/11/2024 | 0.33% | 5.43 CHF | 5.44 CHF | 30,000 | 30,000 | 14,842 | 14,084 | 80,762 CHF | 76,902 CHF | 89.48% | 89.48% |
11/11/2024 | 0.28% | 6.09 CHF | 6.10 CHF | 30,000 | 30,000 | 15,071 | 14,324 | 93,429 CHF | 88,938 CHF | 85.44% | 85.44% |
08/11/2024 | 0.31% | 5.58 CHF | 5.59 CHF | 30,000 | 30,000 | 14,827 | 14,068 | 83,112 CHF | 79,065 CHF | 89.75% | 89.75% |
07/11/2024 | 0.35% | 5.51 CHF | 5.52 CHF | 30,000 | 30,000 | 21,051 | 14,069 | 106,930 CHF | 72,751 CHF | 89.74% | 89.74% |
06/11/2024 | 0.34% | 4.83 CHF | 4.84 CHF | 30,000 | 30,000 | 16,007 | 14,798 | 79,602 CHF | 73,671 CHF | 78.45% | 78.45% |
05/11/2024 | 0.46% | 4.46 CHF | 4.47 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 87,947 CHF | 56,787 CHF | 89.46% | 89.46% |
04/11/2024 | 0.37% | 3.94 CHF | 3.95 CHF | 30,000 | 30,000 | 25,603 | 20,767 | 100,482 CHF | 81,817 CHF | 47.80% | 47.80% |
01/11/2024 | 0.37% | 3.95 CHF | 3.96 CHF | 30,000 | 30,000 | 23,449 | 16,244 | 101,587 CHF | 69,071 CHF | 99.04% | 99.04% |
31/10/2024 | 0.38% | 4.32 CHF | 4.33 CHF | 30,000 | 30,000 | 23,425 | 16,192 | 102,914 CHF | 72,167 CHF | 99.75% | 99.75% |