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 | 0.40% | 2.53 CHF | 2.54 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,503,600 CHF | 2,513,600 CHF | 100.00% | 100.00% |
20/11/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,535,440 CHF | 2,545,440 CHF | 100.00% | 100.00% |
19/11/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,454,740 CHF | 2,464,740 CHF | 100.00% | 100.00% |
18/11/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,510,330 CHF | 2,520,330 CHF | 100.00% | 100.00% |
15/11/2024 | 0.39% | 2.50 CHF | 2.51 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,531,940 CHF | 2,541,940 CHF | 100.00% | 100.00% |
14/11/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,558,540 CHF | 2,568,540 CHF | 100.00% | 100.00% |
13/11/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,497,300 CHF | 2,507,300 CHF | 100.00% | 100.00% |
12/11/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,463,860 CHF | 2,473,860 CHF | 100.00% | 100.00% |
11/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,441,490 CHF | 2,451,490 CHF | 100.00% | 100.00% |
08/11/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,366,840 CHF | 2,376,840 CHF | 100.00% | 100.00% |