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% | 3.49 CHF | 3.50 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,462,730 CHF | 3,472,730 CHF | 100.00% | 100.00% |
20/11/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,481,620 CHF | 3,491,620 CHF | 100.00% | 100.00% |
19/11/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,409,520 CHF | 3,419,520 CHF | 100.00% | 100.00% |
18/11/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,462,880 CHF | 3,472,880 CHF | 100.00% | 100.00% |
15/11/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,482,810 CHF | 3,492,810 CHF | 100.00% | 100.00% |
14/11/2024 | 0.28% | 3.50 CHF | 3.51 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,507,140 CHF | 3,517,140 CHF | 100.00% | 100.00% |
13/11/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,445,470 CHF | 3,455,470 CHF | 100.00% | 100.00% |
12/11/2024 | 0.29% | 3.43 CHF | 3.44 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,415,680 CHF | 3,425,680 CHF | 100.00% | 100.00% |
11/11/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,392,500 CHF | 3,402,500 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 | 3,319,140 CHF | 3,329,140 CHF | 100.00% | 100.00% |