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 | 0.31% | 3.27 CHF | 3.28 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,249,340 CHF | 3,259,340 CHF | 100.00% | 100.00% |
20/11/2024 | 0.31% | 3.27 CHF | 3.28 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,270,610 CHF | 3,280,610 CHF | 100.00% | 100.00% |
19/11/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,196,180 CHF | 3,206,180 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,249,980 CHF | 3,259,980 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,270,600 CHF | 3,280,600 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,294,390 CHF | 3,304,390 CHF | 100.00% | 100.00% |
13/11/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,233,330 CHF | 3,243,330 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,202,650 CHF | 3,212,650 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,180,870 CHF | 3,190,870 CHF | 100.00% | 100.00% |
08/11/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,105,770 CHF | 3,115,770 CHF | 100.00% | 100.00% |