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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,841,810 CHF | 2,851,810 CHF | 100.00% | 100.00% |
20/11/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,869,170 CHF | 2,879,170 CHF | 100.00% | 100.00% |
19/11/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,791,320 CHF | 2,801,320 CHF | 99.66% | 99.66% |
18/11/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,845,780 CHF | 2,855,780 CHF | 100.00% | 100.00% |
15/11/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,866,430 CHF | 2,876,430 CHF | 100.00% | 100.00% |
14/11/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,891,620 CHF | 2,901,620 CHF | 100.00% | 100.00% |
13/11/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,831,220 CHF | 2,841,220 CHF | 100.00% | 100.00% |
12/11/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,799,370 CHF | 2,809,370 CHF | 100.00% | 100.00% |
11/11/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,775,930 CHF | 2,785,930 CHF | 100.00% | 100.00% |
08/11/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,702,830 CHF | 2,712,830 CHF | 100.00% | 100.00% |