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 | 0.37% | 5.26 CHF | 5.27 CHF | 30,000 | 30,000 | 22,416 | 14,074 | 108,979 CHF | 69,605 CHF | 89.65% | 89.65% |
12/11/2024 | 0.38% | 4.68 CHF | 4.69 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 104,647 CHF | 66,343 CHF | 89.48% | 89.48% |
11/11/2024 | 0.32% | 5.34 CHF | 5.35 CHF | 30,000 | 30,000 | 15,071 | 14,324 | 82,165 CHF | 78,231 CHF | 85.44% | 85.44% |
08/11/2024 | 0.36% | 4.84 CHF | 4.85 CHF | 30,000 | 30,000 | 21,921 | 14,068 | 106,593 CHF | 68,640 CHF | 89.75% | 89.75% |
07/11/2024 | 0.41% | 4.77 CHF | 4.78 CHF | 30,000 | 30,000 | 22,414 | 14,069 | 97,120 CHF | 62,308 CHF | 89.74% | 89.74% |
06/11/2024 | 0.39% | 4.08 CHF | 4.09 CHF | 30,000 | 30,000 | 23,186 | 15,691 | 97,390 CHF | 65,315 CHF | 67.99% | 67.99% |
05/11/2024 | 0.57% | 3.73 CHF | 3.74 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 71,531 CHF | 46,472 CHF | 89.46% | 89.46% |
04/11/2024 | 0.45% | 3.20 CHF | 3.21 CHF | 30,000 | 30,000 | 25,603 | 20,767 | 81,737 CHF | 66,614 CHF | 47.80% | 47.80% |
01/11/2024 | 0.45% | 3.21 CHF | 3.22 CHF | 30,000 | 30,000 | 23,449 | 16,244 | 84,320 CHF | 57,106 CHF | 99.04% | 99.04% |
31/10/2024 | 0.46% | 3.58 CHF | 3.59 CHF | 30,000 | 30,000 | 23,425 | 16,192 | 85,744 CHF | 60,298 CHF | 99.75% | 99.75% |