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 | 0.49% | 2.08 CHF | 2.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,055,510 CHF | 2,065,510 CHF | 100.00% | 100.00% |
20/11/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,092,980 CHF | 2,102,980 CHF | 100.00% | 100.00% |
19/11/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,008,930 CHF | 2,018,930 CHF | 100.00% | 100.00% |
18/11/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,065,260 CHF | 2,075,260 CHF | 100.00% | 100.00% |
15/11/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,086,830 CHF | 2,096,830 CHF | 100.00% | 100.00% |
14/11/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,114,230 CHF | 2,124,230 CHF | 100.00% | 100.00% |
13/11/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,053,500 CHF | 2,063,500 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,019,620 CHF | 2,029,620 CHF | 100.00% | 100.00% |
11/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,996,060 CHF | 2,006,060 CHF | 100.00% | 100.00% |
08/11/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,922,270 CHF | 1,932,270 CHF | 100.00% | 100.00% |