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 | - | 57.23 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19.11.2024 | - | 57.16 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 82.48% |
18.11.2024 | - | 69.86 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 93.88% |
15.11.2024 | - | 73.04 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 80.97% |
14.11.2024 | 1.00% | 73.63 % | 70.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 172'376 CHF | 174'109 CHF | 0.50% | 43.01% |
13.11.2024 | 0.83% | 95.44 % | 96.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'004 CHF | 242'004 CHF | 99.95% | 99.95% |
12.11.2024 | 0.82% | 96.33 % | 97.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'389 CHF | 244'389 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.11 % | 98.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'763 CHF | 247'763 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.89 % | 98.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'097 CHF | 246'097 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.52 % | 100.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'789 CHF | 251'791 CHF | 100.00% | 100.00% |