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 | - | 100.60 % | - % | 100'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.94% |
19.11.2024 | - | 100.70 % | - % | 100'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18.11.2024 | 0.40% | 100.70 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'742 CHF | 101'142 CHF | 17.17% | 99.19% |
15.11.2024 | 0.40% | 100.80 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'800 CHF | 101'200 CHF | 99.93% | 99.93% |
14.11.2024 | 0.40% | 100.80 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'800 CHF | 101'200 CHF | 100.00% | 100.00% |
13.11.2024 | 0.40% | 100.80 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'800 CHF | 101'200 CHF | 99.08% | 99.08% |
12.11.2024 | 0.40% | 100.80 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'714 CHF | 101'114 CHF | 100.00% | 100.00% |
11.11.2024 | 0.40% | 100.50 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'506 CHF | 100'906 CHF | 99.45% | 99.45% |
08.11.2024 | 0.40% | 100.60 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'570 CHF | 100'970 CHF | 99.93% | 99.93% |
07.11.2024 | 0.40% | 100.10 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'148 CHF | 100'548 CHF | 99.11% | 99.11% |