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% | 5.34 CHF | 5.35 CHF | 30,000 | 30,000 | 22,413 | 14,074 | 110,754 CHF | 70,733 CHF | 89.66% | 89.66% |
12/11/2024 | 0.37% | 4.76 CHF | 4.77 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 106,436 CHF | 67,466 CHF | 89.49% | 89.49% |
11/11/2024 | 0.31% | 5.42 CHF | 5.43 CHF | 30,000 | 30,000 | 15,071 | 14,325 | 83,369 CHF | 79,375 CHF | 85.45% | 85.45% |
08/11/2024 | 0.35% | 4.92 CHF | 4.93 CHF | 30,000 | 30,000 | 21,552 | 14,069 | 106,465 CHF | 69,753 CHF | 89.76% | 89.76% |
07/11/2024 | 0.41% | 4.84 CHF | 4.85 CHF | 30,000 | 30,000 | 22,414 | 14,069 | 98,899 CHF | 63,424 CHF | 89.75% | 89.75% |
06/11/2024 | 0.39% | 4.16 CHF | 4.17 CHF | 30,000 | 30,000 | 23,186 | 15,691 | 99,226 CHF | 66,559 CHF | 67.99% | 67.99% |
05/11/2024 | 0.55% | 3.80 CHF | 3.81 CHF | 30,000 | 30,000 | 22,421 | 14,085 | 73,269 CHF | 47,567 CHF | 89.47% | 89.47% |
04/11/2024 | 0.44% | 3.28 CHF | 3.29 CHF | 30,000 | 30,000 | 25,603 | 20,767 | 83,740 CHF | 68,235 CHF | 47.81% | 47.81% |
01/11/2024 | 0.44% | 3.29 CHF | 3.30 CHF | 30,000 | 30,000 | 23,449 | 16,243 | 86,161 CHF | 58,382 CHF | 99.05% | 99.05% |
31/10/2024 | 0.45% | 3.66 CHF | 3.67 CHF | 30,000 | 30,000 | 23,425 | 16,192 | 87,574 CHF | 61,564 CHF | 99.76% | 99.76% |