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 | - | 68.40 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.98% |
19.11.2024 | - | 68.68 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.79% |
18.11.2024 | - | 73.24 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15.11.2024 | - | 74.32 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.13% |
14.11.2024 | 1.00% | 75.55 % | 75.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 180'734 CHF | 182'548 CHF | 2.11% | 89.69% |
13.11.2024 | 0.95% | 82.88 % | 83.68 % | 205'000 | 250'000 | 207'771 | 250'000 | 173'502 CHF | 210'750 CHF | 99.93% | 99.93% |
12.11.2024 | 0.93% | 84.21 % | 85.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'282 CHF | 215'282 CHF | 100.00% | 100.00% |
11.11.2024 | 0.90% | 88.26 % | 89.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'697 CHF | 223'697 CHF | 100.00% | 100.00% |
08.11.2024 | 0.90% | 87.97 % | 88.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'827 CHF | 222'827 CHF | 99.86% | 99.86% |
07.11.2024 | 0.87% | 91.17 % | 91.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'254 CHF | 230'254 CHF | 99.95% | 99.95% |