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% | 3.35 CHF | 3.36 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,324,450 CHF | 3,334,450 CHF | 100.00% | 100.00% |
20/11/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,345,060 CHF | 3,355,060 CHF | 100.00% | 100.00% |
19/11/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,272,100 CHF | 3,282,100 CHF | 99.93% | 99.93% |
18/11/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,325,610 CHF | 3,335,610 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,345,640 CHF | 3,355,640 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,369,860 CHF | 3,379,860 CHF | 100.00% | 100.00% |
13/11/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,308,960 CHF | 3,318,960 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,278,870 CHF | 3,288,870 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,255,250 CHF | 3,265,250 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,182,720 CHF | 3,192,720 CHF | 100.00% | 100.00% |