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 | 0.98% | 101.93 % | 102.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,825 CHF | 257,325 CHF | 89.37% | 89.37% |
18/11/2024 | 0.98% | 101.93 % | 102.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,825 CHF | 257,325 CHF | 99.66% | 99.66% |
15/11/2024 | 0.98% | 101.93 % | 102.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,825 CHF | 257,325 CHF | 100.00% | 100.00% |
14/11/2024 | 0.98% | 101.93 % | 102.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,825 CHF | 257,325 CHF | 100.00% | 100.00% |
13/11/2024 | 0.98% | 101.92 % | 102.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,800 CHF | 257,300 CHF | 100.00% | 100.00% |
12/11/2024 | 0.98% | 101.91 % | 102.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,797 CHF | 257,297 CHF | 98.75% | 98.75% |
11/11/2024 | 0.98% | 101.91 % | 102.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,775 CHF | 257,275 CHF | 100.00% | 100.00% |
08/11/2024 | 0.98% | 101.90 % | 102.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,743 CHF | 257,243 CHF | 99.84% | 99.84% |
07/11/2024 | 0.98% | 101.89 % | 102.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,726 CHF | 257,226 CHF | 100.00% | 100.00% |