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 | 0.22% | 4.47 CHF | 4.48 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,443,910 CHF | 4,453,910 CHF | 100.00% | 100.00% |
20/11/2024 | 0.22% | 4.45 CHF | 4.46 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,449,270 CHF | 4,459,270 CHF | 100.00% | 100.00% |
19/11/2024 | 0.23% | 4.39 CHF | 4.40 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,385,460 CHF | 4,395,460 CHF | 100.00% | 100.00% |
18/11/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,436,140 CHF | 4,446,140 CHF | 100.00% | 100.00% |
15/11/2024 | 0.22% | 4.43 CHF | 4.44 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,454,990 CHF | 4,464,990 CHF | 100.00% | 100.00% |
14/11/2024 | 0.22% | 4.47 CHF | 4.48 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,476,900 CHF | 4,486,900 CHF | 100.00% | 100.00% |
13/11/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,415,070 CHF | 4,425,070 CHF | 100.00% | 100.00% |
12/11/2024 | 0.23% | 4.40 CHF | 4.41 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,388,230 CHF | 4,398,230 CHF | 100.00% | 100.00% |
11/11/2024 | 0.23% | 4.37 CHF | 4.38 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,365,390 CHF | 4,375,390 CHF | 100.00% | 100.00% |
08/11/2024 | 0.23% | 4.31 CHF | 4.32 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,293,560 CHF | 4,303,560 CHF | 100.00% | 100.00% |