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 | - | - |
15/11/2024 | 0.79% | 101.10 CHF | 101.90 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 503,968 CHF | 101,594 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 100.20 CHF | 101.20 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 496,240 CHF | 100,248 CHF | 100.00% | 100.00% |
13/11/2024 | 1.02% | 98.00 CHF | 99.00 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 486,806 CHF | 98,361 CHF | 100.00% | 100.00% |
12/11/2024 | 0.82% | 96.40 CHF | 97.20 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 486,146 CHF | 98,029 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.40 CHF | 100.20 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 496,645 CHF | 100,129 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 98.20 CHF | 99.20 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 496,421 CHF | 100,284 CHF | 100.00% | 100.00% |
07/11/2024 | 0.99% | 100.80 CHF | 101.80 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 503,819 CHF | 101,764 CHF | 99.76% | 99.76% |
06/11/2024 | 0.79% | 100.60 CHF | 101.40 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 503,692 CHF | 101,538 CHF | 100.00% | 100.00% |
05/11/2024 | 0.80% | 99.90 CHF | 100.70 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 500,203 CHF | 100,841 CHF | 99.89% | 99.89% |