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 | - | 58.16 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.92% |
19.11.2024 | - | 58.10 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 82.04% |
18.11.2024 | - | 74.28 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.61% |
15.11.2024 | - | 77.78 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 85.29% |
14.11.2024 | 1.00% | 81.29 % | 73.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 180'630 CHF | 182'443 CHF | 0.51% | 46.80% |
13.11.2024 | 0.82% | 96.40 % | 97.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'269 CHF | 244'269 CHF | 99.70% | 99.70% |
12.11.2024 | 0.82% | 97.11 % | 97.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'052 CHF | 246'052 CHF | 99.98% | 99.98% |
11.11.2024 | 0.81% | 98.39 % | 99.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'501 CHF | 248'501 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.31 % | 99.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'866 CHF | 246'866 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.33 % | 100.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'161 CHF | 251'161 CHF | 99.99% | 99.99% |