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% | 5.20 CHF | 5.21 CHF | 30,000 | 30,000 | 22,416 | 14,074 | 107,488 CHF | 68,672 CHF | 89.64% | 89.64% |
12/11/2024 | 0.38% | 4.61 CHF | 4.62 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 103,177 CHF | 65,418 CHF | 89.46% | 89.46% |
11/11/2024 | 0.32% | 5.28 CHF | 5.29 CHF | 30,000 | 30,000 | 14,853 | 14,096 | 80,037 CHF | 76,092 CHF | 89.24% | 89.24% |
08/11/2024 | 0.37% | 4.78 CHF | 4.79 CHF | 30,000 | 30,000 | 22,413 | 14,068 | 107,614 CHF | 67,726 CHF | 89.74% | 89.74% |
07/11/2024 | 0.42% | 4.70 CHF | 4.71 CHF | 30,000 | 30,000 | 22,414 | 14,069 | 95,674 CHF | 61,400 CHF | 89.72% | 89.72% |
06/11/2024 | 0.40% | 4.02 CHF | 4.03 CHF | 30,000 | 30,000 | 23,186 | 15,690 | 95,875 CHF | 64,286 CHF | 67.98% | 67.98% |
05/11/2024 | 0.58% | 3.66 CHF | 3.67 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 70,101 CHF | 45,574 CHF | 89.45% | 89.45% |
04/11/2024 | 0.46% | 3.14 CHF | 3.15 CHF | 30,000 | 30,000 | 25,601 | 20,763 | 80,113 CHF | 65,285 CHF | 47.80% | 47.80% |
01/11/2024 | 0.45% | 3.15 CHF | 3.16 CHF | 30,000 | 30,000 | 23,449 | 16,244 | 82,826 CHF | 56,071 CHF | 99.02% | 99.02% |
31/10/2024 | 0.47% | 3.52 CHF | 3.53 CHF | 30,000 | 30,000 | 23,424 | 16,191 | 84,249 CHF | 59,265 CHF | 99.75% | 99.75% |