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 | - | 69.09 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 80.84% |
19.11.2024 | - | 68.43 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 80.09% |
18.11.2024 | - | 76.90 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 94.76% |
15.11.2024 | - | 79.60 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 64.58% |
14.11.2024 | 1.00% | 82.32 % | 75.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 184'932 CHF | 186'795 CHF | 0.50% | 67.44% |
13.11.2024 | 0.83% | 95.73 % | 96.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'551 CHF | 242'551 CHF | 99.91% | 99.91% |
12.11.2024 | 0.82% | 96.49 % | 97.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'285 CHF | 244'285 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 97.66 % | 98.46 % | 240'000 | 250'000 | 240'653 | 250'000 | 235'448 CHF | 246'593 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.52 % | 98.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'865 CHF | 244'865 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.60 % | 99.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'327 CHF | 249'327 CHF | 99.99% | 99.99% |