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 | 0.35% | 5.44 CHF | 5.45 CHF | 30,000 | 30,000 | 21,824 | 14,074 | 110,024 CHF | 72,131 CHF | 89.66% | 89.66% |
12/11/2024 | 0.36% | 4.86 CHF | 4.87 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 108,663 CHF | 68,865 CHF | 89.49% | 89.49% |
11/11/2024 | 0.31% | 5.52 CHF | 5.53 CHF | 30,000 | 30,000 | 15,071 | 14,325 | 84,858 CHF | 80,791 CHF | 85.45% | 85.45% |
08/11/2024 | 0.35% | 5.02 CHF | 5.03 CHF | 30,000 | 30,000 | 16,571 | 14,069 | 83,377 CHF | 71,133 CHF | 89.76% | 89.76% |
07/11/2024 | 0.40% | 4.94 CHF | 4.95 CHF | 30,000 | 30,000 | 22,414 | 14,069 | 101,112 CHF | 64,810 CHF | 89.75% | 89.75% |
06/11/2024 | 0.38% | 4.26 CHF | 4.27 CHF | 30,000 | 30,000 | 23,186 | 15,691 | 101,507 CHF | 68,103 CHF | 67.99% | 67.99% |
05/11/2024 | 0.54% | 3.90 CHF | 3.91 CHF | 30,000 | 30,000 | 22,421 | 14,085 | 75,443 CHF | 48,933 CHF | 89.47% | 89.47% |
04/11/2024 | 0.43% | 3.38 CHF | 3.39 CHF | 30,000 | 30,000 | 25,603 | 20,767 | 86,205 CHF | 70,234 CHF | 47.81% | 47.81% |
01/11/2024 | 0.43% | 3.39 CHF | 3.40 CHF | 30,000 | 30,000 | 23,449 | 16,244 | 88,448 CHF | 59,965 CHF | 99.05% | 99.05% |
31/10/2024 | 0.44% | 3.76 CHF | 3.77 CHF | 30,000 | 30,000 | 23,425 | 16,192 | 89,842 CHF | 63,133 CHF | 99.76% | 99.76% |