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% | 100.43 % | 100.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,150 CHF | 504,650 CHF | 99.67% | 99.67% |
15/11/2024 | 0.50% | 100.42 % | 100.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,100 CHF | 504,600 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 100.42 % | 100.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,100 CHF | 504,600 CHF | 100.00% | 100.00% |
13/11/2024 | 0.50% | 100.41 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,050 CHF | 504,550 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 100.41 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,050 CHF | 504,550 CHF | 98.73% | 98.73% |
11/11/2024 | 0.50% | 100.41 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,050 CHF | 504,550 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,000 CHF | 504,500 CHF | 99.83% | 99.83% |
07/11/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,000 CHF | 504,500 CHF | 100.00% | 100.00% |
06/11/2024 | 0.50% | 100.39 % | 100.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,950 CHF | 504,450 CHF | 100.00% | 100.00% |