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 | - | 100.60 % | - % | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.94% |
19/11/2024 | - | 100.70 % | - % | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18/11/2024 | 0.40% | 100.70 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,742 CHF | 101,142 CHF | 17.17% | 99.19% |
15/11/2024 | 0.40% | 100.80 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,800 CHF | 101,200 CHF | 99.93% | 99.93% |
14/11/2024 | 0.40% | 100.80 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,800 CHF | 101,200 CHF | 100.00% | 100.00% |
13/11/2024 | 0.40% | 100.80 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,800 CHF | 101,200 CHF | 99.08% | 99.08% |
12/11/2024 | 0.40% | 100.80 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,714 CHF | 101,114 CHF | 100.00% | 100.00% |
11/11/2024 | 0.40% | 100.50 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,506 CHF | 100,906 CHF | 99.45% | 99.45% |
08/11/2024 | 0.40% | 100.60 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,570 CHF | 100,970 CHF | 99.93% | 99.93% |
07/11/2024 | 0.40% | 100.10 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,148 CHF | 100,548 CHF | 99.11% | 99.11% |