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 | 0.48% | 2.10 CHF | 2.11 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,080,610 CHF | 2,090,610 CHF | 100.00% | 100.00% |
20/11/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,118,190 CHF | 2,128,190 CHF | 100.00% | 100.00% |
19/11/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,033,680 CHF | 2,043,680 CHF | 99.65% | 99.65% |
18/11/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,090,180 CHF | 2,100,180 CHF | 100.00% | 100.00% |
15/11/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,111,900 CHF | 2,121,900 CHF | 100.00% | 100.00% |
14/11/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,139,560 CHF | 2,149,560 CHF | 100.00% | 100.00% |
13/11/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,078,410 CHF | 2,088,410 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,043,380 CHF | 2,053,380 CHF | 100.00% | 100.00% |
11/11/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,021,560 CHF | 2,031,560 CHF | 100.00% | 100.00% |
08/11/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,946,450 CHF | 1,956,450 CHF | 100.00% | 100.00% |