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 | 0.38% | 5.11 CHF | 5.12 CHF | 30,000 | 30,000 | 22,416 | 14,074 | 105,642 CHF | 67,511 CHF | 89.65% | 89.65% |
12/11/2024 | 0.39% | 4.53 CHF | 4.54 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 101,323 CHF | 64,255 CHF | 89.48% | 89.48% |
11/11/2024 | 0.33% | 5.19 CHF | 5.20 CHF | 30,000 | 30,000 | 14,854 | 14,097 | 78,829 CHF | 74,946 CHF | 89.25% | 89.25% |
08/11/2024 | 0.37% | 4.70 CHF | 4.71 CHF | 30,000 | 30,000 | 22,414 | 14,068 | 105,790 CHF | 66,583 CHF | 89.75% | 89.75% |
07/11/2024 | 0.43% | 4.62 CHF | 4.63 CHF | 30,000 | 30,000 | 22,414 | 14,069 | 93,841 CHF | 60,251 CHF | 89.74% | 89.74% |
06/11/2024 | 0.41% | 3.94 CHF | 3.95 CHF | 30,000 | 30,000 | 23,186 | 15,691 | 93,986 CHF | 63,010 CHF | 67.99% | 67.99% |
05/11/2024 | 0.59% | 3.58 CHF | 3.59 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 68,300 CHF | 44,442 CHF | 89.46% | 89.46% |
04/11/2024 | 0.47% | 3.06 CHF | 3.07 CHF | 30,000 | 30,000 | 25,602 | 20,764 | 78,056 CHF | 63,620 CHF | 47.81% | 47.81% |
01/11/2024 | 0.47% | 3.07 CHF | 3.08 CHF | 30,000 | 30,000 | 23,449 | 16,244 | 80,933 CHF | 54,756 CHF | 99.04% | 99.04% |
31/10/2024 | 0.48% | 3.44 CHF | 3.45 CHF | 30,000 | 30,000 | 23,425 | 16,192 | 82,362 CHF | 57,962 CHF | 99.75% | 99.75% |