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 | 0.32% | 3.11 CHF | 3.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,115,550 CHF | 3,125,550 CHF | 100.00% | 100.00% |
19/11/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,040,450 CHF | 3,050,450 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,094,430 CHF | 3,104,430 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,114,970 CHF | 3,124,970 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,139,930 CHF | 3,149,930 CHF | 100.00% | 100.00% |
13/11/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,078,880 CHF | 3,088,880 CHF | 100.00% | 100.00% |
12/11/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,048,300 CHF | 3,058,300 CHF | 100.00% | 100.00% |
11/11/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,024,630 CHF | 3,034,630 CHF | 100.00% | 100.00% |
08/11/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,951,740 CHF | 2,961,740 CHF | 100.00% | 100.00% |
07/11/2024 | 0.33% | 2.97 CHF | 2.98 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,007,470 CHF | 3,017,470 CHF | 100.00% | 100.00% |