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% | 3.21 CHF | 3.22 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,183,770 CHF | 3,193,770 CHF | 100.00% | 100.00% |
20/11/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,205,750 CHF | 3,215,750 CHF | 100.00% | 100.00% |
19/11/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,131,650 CHF | 3,141,650 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,185,420 CHF | 3,195,420 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,206,220 CHF | 3,216,220 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,230,760 CHF | 3,240,760 CHF | 100.00% | 100.00% |
13/11/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,170,300 CHF | 3,180,300 CHF | 100.00% | 100.00% |
12/11/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,139,330 CHF | 3,149,330 CHF | 100.00% | 100.00% |
11/11/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,115,220 CHF | 3,125,220 CHF | 100.00% | 100.00% |
08/11/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,043,090 CHF | 3,053,090 CHF | 100.00% | 100.00% |