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 | 0.33% | 3.03 CHF | 3.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,034,850 CHF | 3,044,850 CHF | 100.00% | 100.00% |
19/11/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,959,480 CHF | 2,969,480 CHF | 100.00% | 100.00% |
18/11/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,013,780 CHF | 3,023,780 CHF | 100.00% | 100.00% |
15/11/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,034,380 CHF | 3,044,380 CHF | 100.00% | 100.00% |
14/11/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,059,610 CHF | 3,069,610 CHF | 100.00% | 100.00% |
13/11/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,998,510 CHF | 3,008,510 CHF | 100.00% | 100.00% |
12/11/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,967,730 CHF | 2,977,730 CHF | 100.00% | 100.00% |
11/11/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,943,570 CHF | 2,953,570 CHF | 100.00% | 100.00% |
08/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,870,880 CHF | 2,880,880 CHF | 100.00% | 100.00% |
07/11/2024 | 0.34% | 2.89 CHF | 2.90 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,927,200 CHF | 2,937,200 CHF | 100.00% | 100.00% |