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 | 0.54% | 1.85 CHF | 1.86 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,830,590 CHF | 1,840,590 CHF | 100.00% | 100.00% |
20/11/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,871,170 CHF | 1,881,170 CHF | 100.00% | 100.00% |
19/11/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,784,580 CHF | 1,794,580 CHF | 100.00% | 100.00% |
18/11/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,841,530 CHF | 1,851,530 CHF | 100.00% | 100.00% |
15/11/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,863,780 CHF | 1,873,780 CHF | 100.00% | 100.00% |
14/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,891,870 CHF | 1,901,870 CHF | 100.00% | 100.00% |
13/11/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,831,450 CHF | 1,841,450 CHF | 100.00% | 100.00% |
12/11/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,794,930 CHF | 1,804,930 CHF | 100.00% | 100.00% |
11/11/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,772,540 CHF | 1,782,540 CHF | 100.00% | 100.00% |
08/11/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,698,630 CHF | 1,708,630 CHF | 100.00% | 100.00% |