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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.31% | 3.17 CHF | 3.18 CHF | 60,700 | 60,700 | 64,201 | 64,201 | 208,745 CHF | 209,387 CHF | 100.00% | 100.00% |
22/11/2024 | 0.33% | 3.14 CHF | 3.15 CHF | 66,500 | 66,500 | 64,513 | 64,513 | 196,044 CHF | 196,690 CHF | 99.58% | 99.58% |
20/11/2024 | 0.60% | 3.20 CHF | 3.22 CHF | 59,000 | 59,000 | 59,603 | 59,603 | 198,470 CHF | 199,662 CHF | 100.00% | 100.00% |
19/11/2024 | 0.61% | 3.32 CHF | 3.34 CHF | 60,000 | 60,000 | 58,195 | 58,195 | 191,023 CHF | 192,187 CHF | 100.00% | 100.00% |
18/11/2024 | 0.58% | 3.44 CHF | 3.46 CHF | 57,000 | 57,000 | 55,733 | 55,733 | 192,166 CHF | 193,281 CHF | 100.00% | 100.00% |
15/11/2024 | 0.56% | 3.45 CHF | 3.47 CHF | 54,900 | 54,900 | 55,922 | 55,922 | 199,007 CHF | 200,126 CHF | 100.00% | 100.00% |
14/11/2024 | 0.57% | 3.55 CHF | 3.57 CHF | 56,600 | 56,600 | 56,359 | 56,359 | 196,119 CHF | 197,246 CHF | 99.91% | 99.91% |
13/11/2024 | 0.57% | 3.36 CHF | 3.38 CHF | 56,200 | 56,200 | 57,287 | 57,287 | 200,606 CHF | 201,751 CHF | 100.00% | 100.00% |
12/11/2024 | 0.58% | 3.44 CHF | 3.46 CHF | 58,000 | 58,000 | 57,156 | 57,156 | 197,703 CHF | 198,846 CHF | 100.00% | 100.00% |
11/11/2024 | 0.56% | 3.51 CHF | 3.53 CHF | 56,600 | 56,600 | 55,635 | 55,635 | 196,594 CHF | 197,706 CHF | 100.00% | 100.00% |