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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
19/11/2024 | 0.66% | 74.94 % | 75.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 375,427 CHF | 377,927 CHF | 89.39% | 89.39% |
18/11/2024 | 0.65% | 76.59 % | 77.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 382,411 CHF | 384,911 CHF | 87.57% | 87.57% |
15/11/2024 | 0.66% | 75.92 % | 76.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 380,306 CHF | 382,806 CHF | 33.86% | 33.86% |
14/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13/11/2024 | 0.66% | 75.94 % | 76.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 378,954 CHF | 381,454 CHF | 18.86% | 18.86% |
12/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
11/11/2024 | 0.49% | 100.38 % | 100.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,059 CHF | 512,559 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 98.43 % | 98.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,234 CHF | 500,734 CHF | 99.56% | 99.56% |
07/11/2024 | 0.49% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,601 CHF | 509,101 CHF | 100.00% | 100.00% |