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 | - | - |
18/11/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,500 CHF | 506,000 CHF | 99.67% | 99.67% |
15/11/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,500 CHF | 506,000 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,500 CHF | 506,000 CHF | 100.00% | 100.00% |
13/11/2024 | 0.50% | 100.69 % | 101.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,450 CHF | 505,950 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 100.68 % | 101.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,400 CHF | 505,900 CHF | 98.73% | 98.73% |
11/11/2024 | 0.50% | 100.68 % | 101.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,400 CHF | 505,900 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 100.68 % | 101.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,400 CHF | 505,900 CHF | 99.83% | 99.83% |
07/11/2024 | 0.50% | 100.68 % | 101.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,400 CHF | 505,900 CHF | 100.00% | 100.00% |
06/11/2024 | 0.50% | 100.67 % | 101.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,350 CHF | 505,850 CHF | 100.00% | 100.00% |