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% | 2.51 CHF | 2.52 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,484,470 CHF | 2,494,470 CHF | 100.00% | 100.00% |
20/11/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,515,870 CHF | 2,525,870 CHF | 100.00% | 100.00% |
19/11/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,435,500 CHF | 2,445,500 CHF | 99.66% | 99.66% |
18/11/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,491,170 CHF | 2,501,170 CHF | 100.00% | 100.00% |
15/11/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,512,600 CHF | 2,522,600 CHF | 100.00% | 100.00% |
14/11/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,539,380 CHF | 2,549,380 CHF | 100.00% | 100.00% |
13/11/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,478,170 CHF | 2,488,170 CHF | 100.00% | 100.00% |
12/11/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,445,030 CHF | 2,455,030 CHF | 100.00% | 100.00% |
11/11/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,421,920 CHF | 2,431,920 CHF | 100.00% | 100.00% |
08/11/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,347,800 CHF | 2,357,800 CHF | 100.00% | 100.00% |