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 | - | 71.74 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19.11.2024 | 1.00% | 71.82 % | 72.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 192'784 CHF | 194'720 CHF | 16.50% | 87.65% |
18.11.2024 | 1.00% | 80.39 % | 81.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'767 CHF | 201'767 CHF | 99.93% | 99.93% |
15.11.2024 | 0.99% | 77.97 % | 78.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 198'974 CHF | 200'964 CHF | 100.00% | 100.00% |
14.11.2024 | 0.98% | 82.06 % | 82.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'162 CHF | 204'153 CHF | 99.77% | 99.77% |
13.11.2024 | 1.00% | 78.32 % | 79.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 196'381 CHF | 198'355 CHF | 99.82% | 99.82% |
12.11.2024 | 1.00% | 79.10 % | 79.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'204 CHF | 201'203 CHF | 20.69% | 20.69% |
11.11.2024 | 0.95% | 83.09 % | 83.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'110 CHF | 212'110 CHF | 99.99% | 99.99% |
08.11.2024 | 0.95% | 83.04 % | 83.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'225 CHF | 211'225 CHF | 96.94% | 96.94% |
07.11.2024 | 0.93% | 84.57 % | 85.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'127 CHF | 215'127 CHF | 99.91% | 99.91% |