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 | 0.36% | 2.83 CHF | 2.84 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,811,410 CHF | 2,821,410 CHF | 100.00% | 100.00% |
20/11/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,839,000 CHF | 2,849,000 CHF | 100.00% | 100.00% |
19/11/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,761,000 CHF | 2,771,000 CHF | 100.00% | 100.00% |
18/11/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,815,430 CHF | 2,825,430 CHF | 100.00% | 100.00% |
15/11/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,836,750 CHF | 2,846,750 CHF | 100.00% | 100.00% |
14/11/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,861,410 CHF | 2,871,410 CHF | 100.00% | 100.00% |
13/11/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,801,070 CHF | 2,811,070 CHF | 100.00% | 100.00% |
12/11/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,769,180 CHF | 2,779,180 CHF | 100.00% | 100.00% |
11/11/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,745,630 CHF | 2,755,630 CHF | 100.00% | 100.00% |
08/11/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,673,050 CHF | 2,683,050 CHF | 100.00% | 100.00% |