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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28.11.2024 | - | 100.00 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
27.11.2024 | - | 100.10 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.91% |
26.11.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'000 CHF | 100'500 CHF | 100.00% | 100.00% |
25.11.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'000 CHF | 100'500 CHF | 100.00% | 100.00% |
22.11.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'000 CHF | 100'500 CHF | 99.90% | 99.90% |
20.11.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'500 CHF | 100'600 CHF | 100.00% | 100.00% |
19.11.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'500 CHF | 100'600 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'500 CHF | 100'600 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 503'500 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 503'500 CHF | 99.10% | 99.10% |