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 | 0.40% | 4.85 CHF | 4.86 CHF | 30,000 | 30,000 | 22,416 | 14,074 | 99,664 CHF | 63,758 CHF | 89.65% | 89.65% |
12/11/2024 | 0.42% | 4.26 CHF | 4.27 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 95,367 CHF | 60,512 CHF | 89.48% | 89.48% |
11/11/2024 | 0.34% | 4.93 CHF | 4.94 CHF | 30,000 | 30,000 | 14,854 | 14,097 | 74,879 CHF | 71,197 CHF | 89.25% | 89.25% |
08/11/2024 | 0.39% | 4.43 CHF | 4.44 CHF | 30,000 | 30,000 | 22,413 | 14,068 | 99,889 CHF | 62,877 CHF | 89.75% | 89.75% |
07/11/2024 | 0.46% | 4.36 CHF | 4.37 CHF | 30,000 | 30,000 | 22,414 | 14,069 | 87,935 CHF | 56,545 CHF | 89.73% | 89.73% |
06/11/2024 | 0.44% | 3.67 CHF | 3.68 CHF | 30,000 | 30,000 | 23,186 | 15,691 | 87,859 CHF | 58,866 CHF | 67.98% | 67.98% |
05/11/2024 | 0.65% | 3.32 CHF | 3.33 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 62,467 CHF | 40,777 CHF | 89.46% | 89.46% |
04/11/2024 | 0.52% | 2.80 CHF | 2.81 CHF | 30,000 | 30,000 | 25,602 | 20,764 | 71,393 CHF | 58,216 CHF | 47.80% | 47.80% |
01/11/2024 | 0.50% | 2.81 CHF | 2.82 CHF | 30,000 | 30,000 | 23,449 | 16,244 | 74,797 CHF | 50,505 CHF | 99.03% | 99.03% |
31/10/2024 | 0.52% | 3.18 CHF | 3.19 CHF | 30,000 | 30,000 | 23,425 | 16,192 | 76,258 CHF | 53,743 CHF | 99.75% | 99.75% |