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 | - | 57.90 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.94% |
19.11.2024 | - | 58.05 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
18.11.2024 | - | 59.81 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15.11.2024 | - | 60.38 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.91% |
14.11.2024 | 1.00% | 61.73 % | 62.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 156'145 CHF | 157'711 CHF | 0.47% | 97.87% |
13.11.2024 | 0.91% | 86.64 % | 87.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'840 CHF | 220'840 CHF | 99.88% | 99.88% |
12.11.2024 | 0.89% | 88.15 % | 88.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'238 CHF | 226'238 CHF | 99.98% | 99.98% |
11.11.2024 | 0.86% | 91.88 % | 92.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'561 CHF | 232'561 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 92.00 % | 92.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'633 CHF | 231'633 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 95.91 % | 96.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'672 CHF | 242'672 CHF | 97.28% | 97.28% |