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 | - | 48.90 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19.11.2024 | - | 51.60 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18.11.2024 | - | 51.20 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15.11.2024 | - | 53.50 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.04% |
14.11.2024 | - | 57.40 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.10% |
13.11.2024 | - | 55.60 % | 71.45 % | 250'000 | 2'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.82% |
12.11.2024 | 3.41% | 60.15 % | 64.45 % | 250'000 | 250'000 | 496'787 | 497'002 | 335'353 CHF | 347'011 CHF | 93.51% | 93.51% |
11.11.2024 | 3.10% | 73.20 % | 75.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 356'131 CHF | 367'321 CHF | 100.00% | 100.00% |
08.11.2024 | 2.87% | 76.80 % | 78.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 366'737 CHF | 377'400 CHF | 100.00% | 100.00% |
07.11.2024 | 2.93% | 70.00 % | 72.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 368'569 CHF | 379'466 CHF | 72.93% | 72.93% |