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% | 4.34 CHF | 4.35 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,317,930 CHF | 4,327,930 CHF | 100.00% | 100.00% |
20/11/2024 | 0.23% | 4.32 CHF | 4.33 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,324,180 CHF | 4,334,180 CHF | 100.00% | 100.00% |
19/11/2024 | 0.23% | 4.26 CHF | 4.27 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,260,320 CHF | 4,270,320 CHF | 100.00% | 100.00% |
18/11/2024 | 0.23% | 4.31 CHF | 4.32 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,311,790 CHF | 4,321,790 CHF | 100.00% | 100.00% |
15/11/2024 | 0.23% | 4.31 CHF | 4.32 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,331,170 CHF | 4,341,170 CHF | 100.00% | 100.00% |
14/11/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,351,940 CHF | 4,361,940 CHF | 100.00% | 100.00% |
13/11/2024 | 0.23% | 4.30 CHF | 4.31 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,291,240 CHF | 4,301,240 CHF | 100.00% | 100.00% |
12/11/2024 | 0.23% | 4.27 CHF | 4.28 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,264,810 CHF | 4,274,810 CHF | 100.00% | 100.00% |
11/11/2024 | 0.24% | 4.25 CHF | 4.26 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,241,710 CHF | 4,251,710 CHF | 100.00% | 100.00% |
08/11/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,167,640 CHF | 4,177,640 CHF | 100.00% | 100.00% |