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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
18.11.2024 | 0.75% | 99.55 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'550 CHF | 100'300 CHF | 94.03% | 94.03% |
15.11.2024 | 0.80% | 99.60 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'600 CHF | 100'400 CHF | 81.90% | 81.90% |
14.11.2024 | 0.75% | 99.65 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'650 CHF | 100'400 CHF | 99.44% | 99.44% |
13.11.2024 | 0.75% | 99.65 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'650 CHF | 100'400 CHF | 97.82% | 97.82% |
12.11.2024 | 0.75% | 99.65 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'650 CHF | 100'400 CHF | 40.91% | 40.91% |
11.11.2024 | 0.73% | 99.70 % | 100.40 % | 100'000 | 100'000 | 97'138 | 97'138 | 96'839 CHF | 97'535 CHF | 89.38% | 89.38% |
08.11.2024 | 0.80% | 99.70 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'700 CHF | 100'500 CHF | 53.01% | 53.01% |
07.11.2024 | 0.75% | 99.75 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'750 CHF | 100'500 CHF | 57.28% | 57.28% |
06.11.2024 | 0.88% | 99.75 % | 100.50 % | 100'000 | 100'000 | 88'262 | 88'262 | 88'012 CHF | 88'738 CHF | 65.76% | 65.76% |