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 | 0.33% | 3.07 CHF | 3.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,047,520 CHF | 3,057,520 CHF | 100.00% | 100.00% |
20/11/2024 | 0.33% | 3.07 CHF | 3.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,071,640 CHF | 3,081,640 CHF | 100.00% | 100.00% |
19/11/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,995,670 CHF | 3,005,670 CHF | 100.00% | 100.00% |
18/11/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,049,970 CHF | 3,059,970 CHF | 100.00% | 100.00% |
15/11/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,070,870 CHF | 3,080,870 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,095,330 CHF | 3,105,330 CHF | 100.00% | 100.00% |
13/11/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,034,120 CHF | 3,044,120 CHF | 100.00% | 100.00% |
12/11/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,002,650 CHF | 3,012,650 CHF | 100.00% | 100.00% |
11/11/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,980,980 CHF | 2,990,980 CHF | 100.00% | 100.00% |
08/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,905,820 CHF | 2,915,820 CHF | 100.00% | 100.00% |