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 | - | 58.70 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19.11.2024 | - | 60.20 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18.11.2024 | - | 60.70 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15.11.2024 | - | 60.50 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14.11.2024 | - | 61.70 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.13% |
13.11.2024 | - | 60.60 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.42% |
12.11.2024 | 16.05% | 62.00 % | 84.80 % | 250'000 | 50'000 | 250'000 | 50'000 | 180'500 CHF | 42'400 CHF | 0.01% | 97.39% |
11.11.2024 | 0.31% | 98.50 % | 98.80 % | 500'000 | 100'000 | 494'969 | 98'994 | 487'772 CHF | 97'852 CHF | 100.00% | 100.00% |
08.11.2024 | 0.44% | 97.90 % | 98.20 % | 500'000 | 100'000 | 494'968 | 98'994 | 483'738 CHF | 97'161 CHF | 100.00% | 100.00% |
07.11.2024 | 0.32% | 97.90 % | 98.20 % | 500'000 | 100'000 | 494'931 | 98'986 | 485'142 CHF | 97'326 CHF | 99.23% | 99.23% |