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 | 3,112,580 CHF | 3,122,580 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 | 3,134,900 CHF | 3,144,900 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 | 3,060,560 CHF | 3,070,560 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,114,440 CHF | 3,124,440 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 | 3,134,980 CHF | 3,144,980 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,159,850 CHF | 3,169,850 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 | 3,098,870 CHF | 3,108,870 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 | 3,068,280 CHF | 3,078,280 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 | 3,044,220 CHF | 3,054,220 CHF | 100.00% | 100.00% |
08/11/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,971,780 CHF | 2,981,780 CHF | 100.00% | 100.00% |