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 | 0.23% | 4.41 CHF | 4.42 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,381,720 CHF | 4,391,720 CHF | 100.00% | 100.00% |
20/11/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,386,490 CHF | 4,396,490 CHF | 100.00% | 100.00% |
19/11/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,322,640 CHF | 4,332,640 CHF | 100.00% | 100.00% |
18/11/2024 | 0.23% | 4.37 CHF | 4.38 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,374,430 CHF | 4,384,430 CHF | 100.00% | 100.00% |
15/11/2024 | 0.23% | 4.37 CHF | 4.38 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,392,790 CHF | 4,402,790 CHF | 100.00% | 100.00% |
14/11/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,414,590 CHF | 4,424,590 CHF | 100.00% | 100.00% |
13/11/2024 | 0.23% | 4.37 CHF | 4.38 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,353,300 CHF | 4,363,300 CHF | 100.00% | 100.00% |
12/11/2024 | 0.23% | 4.34 CHF | 4.35 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,326,400 CHF | 4,336,400 CHF | 100.00% | 100.00% |
11/11/2024 | 0.23% | 4.31 CHF | 4.32 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,303,230 CHF | 4,313,230 CHF | 100.00% | 100.00% |
08/11/2024 | 0.24% | 4.24 CHF | 4.25 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,230,710 CHF | 4,240,710 CHF | 100.00% | 100.00% |