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 | 0.32% | 3.14 CHF | 3.15 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,115,440 CHF | 3,125,440 CHF | 100.00% | 100.00% |
20/11/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,139,650 CHF | 3,149,650 CHF | 100.00% | 100.00% |
19/11/2024 | 0.33% | 3.07 CHF | 3.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,063,890 CHF | 3,073,890 CHF | 99.65% | 99.65% |
18/11/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,117,810 CHF | 3,127,810 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,139,260 CHF | 3,149,260 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,162,720 CHF | 3,172,720 CHF | 100.00% | 100.00% |
13/11/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,102,100 CHF | 3,112,100 CHF | 100.00% | 100.00% |
12/11/2024 | 0.33% | 3.08 CHF | 3.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,070,840 CHF | 3,080,840 CHF | 100.00% | 100.00% |
11/11/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,049,260 CHF | 3,059,260 CHF | 100.00% | 100.00% |
08/11/2024 | 0.34% | 2.99 CHF | 3.00 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,974,930 CHF | 2,984,930 CHF | 100.00% | 100.00% |