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% | 3.06 CHF | 3.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,041,440 CHF | 3,051,440 CHF | 100.00% | 100.00% |
20/11/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,064,940 CHF | 3,074,940 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 | 2,989,930 CHF | 2,999,930 CHF | 99.66% | 99.66% |
18/11/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,044,080 CHF | 3,054,080 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 | 3,064,590 CHF | 3,074,590 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,089,790 CHF | 3,099,790 CHF | 100.00% | 100.00% |
13/11/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,028,160 CHF | 3,038,160 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 | 2,997,340 CHF | 3,007,340 CHF | 100.00% | 100.00% |
11/11/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,973,850 CHF | 2,983,850 CHF | 100.00% | 100.00% |
08/11/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,901,290 CHF | 2,911,290 CHF | 100.00% | 100.00% |