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 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
19.11.2024 | 0.78% | 102.20 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'800 CHF | 513'800 CHF | 85.05% | 99.81% |
18.11.2024 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'472 CHF | 514'472 CHF | 100.00% | 100.00% |
15.11.2024 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'587 CHF | 514'587 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'753 CHF | 513'753 CHF | 100.00% | 100.00% |
13.11.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'606 CHF | 512'606 CHF | 100.00% | 100.00% |
12.11.2024 | 0.78% | 101.60 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'497 CHF | 512'497 CHF | 100.00% | 100.00% |
11.11.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'158 CHF | 514'158 CHF | 100.00% | 100.00% |
08.11.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'997 CHF | 512'997 CHF | 100.00% | 100.00% |
07.11.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'500 CHF | 513'500 CHF | 99.23% | 99.23% |