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% |