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 | 1.03% | 96.50 % | 97.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,330 CHF | 97,330 CHF | 93.72% | 93.72% |
18/11/2024 | 1.03% | 96.40 % | 97.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,352 CHF | 97,352 CHF | 79.08% | 79.08% |
15/11/2024 | 1.03% | 96.20 % | 97.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,201 CHF | 97,201 CHF | 92.81% | 92.81% |
14/11/2024 | 1.03% | 96.65 % | 97.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,327 CHF | 97,327 CHF | 63.12% | 63.12% |
13/11/2024 | 1.05% | 95.15 % | 96.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,933 CHF | 95,933 CHF | 75.40% | 75.40% |
12/11/2024 | 1.04% | 94.90 % | 95.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,295 CHF | 96,295 CHF | 49.49% | 49.49% |
11/11/2024 | 1.04% | 95.80 % | 96.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,984 CHF | 96,984 CHF | 61.10% | 61.10% |
08/11/2024 | 1.04% | 95.85 % | 96.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,084 CHF | 97,084 CHF | 86.88% | 86.88% |
07/11/2024 | 1.03% | 96.35 % | 97.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,475 CHF | 97,475 CHF | 99.16% | 99.16% |