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 | 0.39% | 5.00 CHF | 5.01 CHF | 30,000 | 30,000 | 22,416 | 14,074 | 103,170 CHF | 65,959 CHF | 89.66% | 89.66% |
12/11/2024 | 0.40% | 4.42 CHF | 4.43 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 98,851 CHF | 62,701 CHF | 89.50% | 89.50% |
11/11/2024 | 0.33% | 5.08 CHF | 5.09 CHF | 30,000 | 30,000 | 14,855 | 14,097 | 77,198 CHF | 73,398 CHF | 89.26% | 89.26% |
08/11/2024 | 0.38% | 4.59 CHF | 4.60 CHF | 30,000 | 30,000 | 22,414 | 14,069 | 103,338 CHF | 65,045 CHF | 89.76% | 89.76% |
07/11/2024 | 0.44% | 4.51 CHF | 4.52 CHF | 30,000 | 30,000 | 22,414 | 14,069 | 91,382 CHF | 58,710 CHF | 89.75% | 89.75% |
06/11/2024 | 0.42% | 3.83 CHF | 3.84 CHF | 30,000 | 30,000 | 23,186 | 15,691 | 91,443 CHF | 61,291 CHF | 67.99% | 67.99% |
05/11/2024 | 0.62% | 3.47 CHF | 3.48 CHF | 30,000 | 30,000 | 22,421 | 14,085 | 65,851 CHF | 42,907 CHF | 89.47% | 89.47% |
04/11/2024 | 0.49% | 2.95 CHF | 2.96 CHF | 30,000 | 30,000 | 25,603 | 20,767 | 75,277 CHF | 61,372 CHF | 47.81% | 47.81% |
01/11/2024 | 0.48% | 2.96 CHF | 2.97 CHF | 30,000 | 30,000 | 23,449 | 16,243 | 78,370 CHF | 52,982 CHF | 99.05% | 99.05% |
31/10/2024 | 0.49% | 3.33 CHF | 3.34 CHF | 30,000 | 30,000 | 23,425 | 16,192 | 79,812 CHF | 56,201 CHF | 99.76% | 99.76% |