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 | - | 57.75 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.89% |
19.11.2024 | - | 57.69 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.83% |
18.11.2024 | - | 59.43 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15.11.2024 | - | 60.02 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
14.11.2024 | 1.00% | 61.36 % | 62.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 149'483 CHF | 150'986 CHF | 8.09% | 99.06% |
13.11.2024 | 0.89% | 88.27 % | 89.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'873 CHF | 224'873 CHF | 99.68% | 99.68% |
12.11.2024 | 0.88% | 89.69 % | 90.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 227'140 CHF | 229'140 CHF | 99.98% | 99.98% |
11.11.2024 | 0.85% | 92.98 % | 93.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'059 CHF | 235'059 CHF | 100.00% | 100.00% |
08.11.2024 | 0.86% | 92.80 % | 93.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'886 CHF | 233'886 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 96.21 % | 97.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'569 CHF | 243'569 CHF | 98.30% | 98.30% |