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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
18/11/2024 | 0.75% | 99.55 CHF | 100.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,550 CHF | 100,300 CHF | 93.99% | 93.99% |
15/11/2024 | 0.80% | 99.60 CHF | 100.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,600 CHF | 100,400 CHF | 81.83% | 81.83% |
14/11/2024 | 0.75% | 99.65 CHF | 100.40 CHF | 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 CHF | 100.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,650 CHF | 100,400 CHF | 97.77% | 97.77% |
12/11/2024 | 0.75% | 99.65 CHF | 100.40 CHF | 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 CHF | 100.40 CHF | 100,000 | 100,000 | 97,138 | 97,138 | 96,839 CHF | 97,535 CHF | 89.38% | 89.38% |
08/11/2024 | 0.75% | 99.75 CHF | 100.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,750 CHF | 100,500 CHF | 52.95% | 52.95% |
07/11/2024 | 0.75% | 99.75 CHF | 100.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,750 CHF | 100,500 CHF | 57.23% | 57.23% |
06/11/2024 | 0.88% | 99.75 CHF | 100.50 CHF | 100,000 | 100,000 | 88,191 | 88,191 | 87,941 CHF | 88,668 CHF | 65.88% | 65.88% |