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 | 0.35% | 2.85 CHF | 2.86 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,827,140 CHF | 2,837,140 CHF | 100.00% | 100.00% |
20/11/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,853,320 CHF | 2,863,320 CHF | 100.00% | 100.00% |
19/11/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,775,860 CHF | 2,785,860 CHF | 100.00% | 100.00% |
18/11/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,830,820 CHF | 2,840,820 CHF | 100.00% | 100.00% |
15/11/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,852,020 CHF | 2,862,020 CHF | 100.00% | 100.00% |
14/11/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,877,710 CHF | 2,887,710 CHF | 100.00% | 100.00% |
13/11/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,816,430 CHF | 2,826,430 CHF | 100.00% | 100.00% |
12/11/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,784,440 CHF | 2,794,440 CHF | 100.00% | 100.00% |
11/11/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,761,610 CHF | 2,771,610 CHF | 100.00% | 100.00% |
08/11/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,687,270 CHF | 2,697,270 CHF | 100.00% | 100.00% |