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 | 0.36% | 5.30 CHF | 5.31 CHF | 30,000 | 30,000 | 22,416 | 14,074 | 109,773 CHF | 70,106 CHF | 89.63% | 89.63% |
12/11/2024 | 0.38% | 4.71 CHF | 4.72 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 105,463 CHF | 66,855 CHF | 89.45% | 89.45% |
11/11/2024 | 0.31% | 5.38 CHF | 5.39 CHF | 30,000 | 30,000 | 15,070 | 14,323 | 82,690 CHF | 78,730 CHF | 85.43% | 85.43% |
08/11/2024 | 0.36% | 4.88 CHF | 4.89 CHF | 30,000 | 30,000 | 21,671 | 14,068 | 106,130 CHF | 69,141 CHF | 89.74% | 89.74% |
07/11/2024 | 0.41% | 4.80 CHF | 4.81 CHF | 30,000 | 30,000 | 22,414 | 14,069 | 97,940 CHF | 62,820 CHF | 89.71% | 89.71% |
06/11/2024 | 0.39% | 4.12 CHF | 4.13 CHF | 30,000 | 30,000 | 23,186 | 15,690 | 98,215 CHF | 65,869 CHF | 67.98% | 67.98% |
05/11/2024 | 0.56% | 3.76 CHF | 3.77 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 72,332 CHF | 46,975 CHF | 89.44% | 89.44% |
04/11/2024 | 0.45% | 3.24 CHF | 3.25 CHF | 30,000 | 30,000 | 25,601 | 20,762 | 82,654 CHF | 67,345 CHF | 47.80% | 47.80% |
01/11/2024 | 0.44% | 3.25 CHF | 3.26 CHF | 30,000 | 30,000 | 23,449 | 16,243 | 85,169 CHF | 57,693 CHF | 99.02% | 99.02% |
31/10/2024 | 0.46% | 3.62 CHF | 3.63 CHF | 30,000 | 30,000 | 23,424 | 16,191 | 86,581 CHF | 60,876 CHF | 99.75% | 99.75% |