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 | - | 95.10 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.95% |
19.11.2024 | - | 95.00 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18.11.2024 | - | 95.70 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15.11.2024 | - | 94.80 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14.11.2024 | - | 96.20 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
13.11.2024 | - | 96.00 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12.11.2024 | - | 95.70 % | - % | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | - | 96.40 % | 98.40 % | 500'000 | 10'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08.11.2024 | 0.81% | 97.80 % | 98.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 489'161 CHF | 98'632 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 97.80 % | 98.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 489'457 CHF | 98'691 CHF | 99.76% | 99.76% |