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 | 0.29% | 3.48 CHF | 3.49 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,457,480 CHF | 3,467,480 CHF | 99.99% | 99.99% |
20/11/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,475,400 CHF | 3,485,400 CHF | 100.00% | 100.00% |
19/11/2024 | 0.29% | 3.41 CHF | 3.42 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,403,140 CHF | 3,413,140 CHF | 100.00% | 100.00% |
18/11/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,456,380 CHF | 3,466,380 CHF | 100.00% | 100.00% |
15/11/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,476,970 CHF | 3,486,970 CHF | 100.00% | 100.00% |
14/11/2024 | 0.29% | 3.50 CHF | 3.51 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,500,550 CHF | 3,510,550 CHF | 100.00% | 100.00% |
13/11/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,439,980 CHF | 3,449,980 CHF | 100.00% | 100.00% |
12/11/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,409,770 CHF | 3,419,770 CHF | 100.00% | 100.00% |
11/11/2024 | 0.29% | 3.39 CHF | 3.40 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,387,080 CHF | 3,397,080 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,313,710 CHF | 3,323,710 CHF | 100.00% | 100.00% |