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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.31% | 3.11 CHF | 3.12 CHF | 514,100 | 514,100 | 514,100 | 514,100 | 1,682,920 CHF | 1,688,060 CHF | 100.00% | 100.00% |
19/11/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 527,800 | 527,800 | 527,800 | 527,800 | 1,631,640 CHF | 1,636,920 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 3.20 CHF | 3.21 CHF | 541,400 | 541,400 | 541,400 | 541,400 | 1,690,330 CHF | 1,695,750 CHF | 99.58% | 99.58% |
15/11/2024 | 0.30% | 3.14 CHF | 3.15 CHF | 490,800 | 490,800 | 490,800 | 490,800 | 1,616,790 CHF | 1,621,690 CHF | 100.00% | 100.00% |
14/11/2024 | 0.27% | 3.61 CHF | 3.62 CHF | 469,800 | 469,800 | 469,800 | 469,800 | 1,723,700 CHF | 1,728,400 CHF | 100.00% | 100.00% |
13/11/2024 | 0.28% | 3.65 CHF | 3.66 CHF | 470,300 | 470,300 | 470,300 | 470,300 | 1,691,780 CHF | 1,696,480 CHF | 100.00% | 100.00% |
12/11/2024 | 0.27% | 3.63 CHF | 3.64 CHF | 460,500 | 460,500 | 460,500 | 460,500 | 1,694,280 CHF | 1,698,890 CHF | 100.00% | 100.00% |
11/11/2024 | 0.27% | 3.74 CHF | 3.75 CHF | 462,100 | 462,100 | 462,100 | 462,100 | 1,740,920 CHF | 1,745,540 CHF | 100.00% | 100.00% |
08/11/2024 | 0.28% | 3.66 CHF | 3.67 CHF | 474,500 | 474,500 | 474,500 | 474,500 | 1,687,200 CHF | 1,691,940 CHF | 100.00% | 100.00% |
07/11/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 498,600 | 498,600 | 498,600 | 498,600 | 1,706,790 CHF | 1,711,780 CHF | 99.67% | 99.67% |