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 | - | 47.40 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19.11.2024 | - | 49.30 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18.11.2024 | - | 48.90 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15.11.2024 | - | 50.90 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.04% |
14.11.2024 | - | 54.30 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.10% |
13.11.2024 | - | 52.70 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.46% |
12.11.2024 | - | 52.80 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 93.40% |
11.11.2024 | - | 58.10 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08.11.2024 | - | 60.20 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07.11.2024 | 1.83% | 57.50 % | 63.86 % | 250'000 | 250'000 | 498'392 | 498'392 | 328'407 CHF | 334'441 CHF | 47.95% | 73.71% |