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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | - | 98.88 % | - % | 150'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19.11.2024 | - | 99.49 % | - % | 150'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 88.87% |
18.11.2024 | 0.69% | 99.65 % | 100.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'448 CHF | 152'498 CHF | 97.95% | 97.95% |
15.11.2024 | 0.69% | 100.91 % | 101.61 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'713 CHF | 152'763 CHF | 100.00% | 100.00% |
14.11.2024 | 0.69% | 100.99 % | 101.69 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'615 CHF | 152'665 CHF | 100.00% | 100.00% |
13.11.2024 | 0.69% | 100.75 % | 101.45 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'328 CHF | 152'378 CHF | 100.00% | 100.00% |
12.11.2024 | 0.69% | 100.70 % | 101.40 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'067 CHF | 152'117 CHF | 98.73% | 98.73% |
11.11.2024 | 0.69% | 100.60 % | 101.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'100 CHF | 152'150 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 100.25 % | 100.95 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'904 CHF | 150'954 CHF | 99.83% | 99.83% |
07.11.2024 | - | 99.72 % | - % | 150'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |