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 | - | 62.45 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.98% |
19.11.2024 | - | 64.86 % | - % | 250'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.67% |
18.11.2024 | 1.00% | 64.64 % | 69.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 174'399 CHF | 176'152 CHF | 71.14% | 91.80% |
15.11.2024 | 1.00% | 71.74 % | 72.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 184'712 CHF | 186'568 CHF | 93.23% | 93.23% |
14.11.2024 | 1.00% | 77.84 % | 78.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'903 CHF | 195'853 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 74.64 % | 75.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 186'259 CHF | 188'131 CHF | 100.00% | 100.00% |
12.11.2024 | 0.99% | 75.87 % | 76.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'846 CHF | 201'830 CHF | 99.87% | 99.87% |
11.11.2024 | 0.97% | 83.03 % | 83.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'062 CHF | 207'062 CHF | 100.00% | 100.00% |
08.11.2024 | 0.95% | 85.81 % | 86.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'308 CHF | 211'308 CHF | 99.98% | 99.98% |
07.11.2024 | 0.96% | 81.52 % | 82.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'598 CHF | 209'598 CHF | 95.34% | 95.34% |