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 | 0.30% | 3.41 CHF | 3.42 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,384,170 CHF | 3,394,170 CHF | 100.00% | 100.00% |
20/11/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,403,350 CHF | 3,413,350 CHF | 100.00% | 100.00% |
19/11/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,331,140 CHF | 3,341,140 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,384,580 CHF | 3,394,580 CHF | 100.00% | 100.00% |
15/11/2024 | 0.29% | 3.38 CHF | 3.39 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,404,690 CHF | 3,414,690 CHF | 100.00% | 100.00% |
14/11/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,429,000 CHF | 3,439,000 CHF | 100.00% | 100.00% |
13/11/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,367,890 CHF | 3,377,890 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,338,120 CHF | 3,348,120 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,314,080 CHF | 3,324,080 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,241,830 CHF | 3,251,830 CHF | 100.00% | 100.00% |