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 | - | 48,57 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,88% |
19/11/2024 | - | 48,64 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,74% |
18/11/2024 | - | 48,76 % | - % | 245 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
15/11/2024 | - | 49,61 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,96% |
14/11/2024 | - | 47,89 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
13/11/2024 | - | 48,12 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 93,89% |
12/11/2024 | 1,00% | 56,91 % | 64,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 180 270 CHF | 182 082 CHF | 67,60% | 76,81% |
11/11/2024 | 0,94% | 78,53 % | 79,32 % | 230 000 | 250 000 | 242 586 | 250 000 | 203 710 CHF | 211 919 CHF | 89,41% | 89,41% |
08/11/2024 | 0,87% | 86,36 % | 87,16 % | 235 000 | 250 000 | 248 620 | 250 000 | 228 965 CHF | 232 171 CHF | 96,61% | 96,61% |
07/11/2024 | 0,84% | 94,98 % | 95,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 962 CHF | 239 962 CHF | 99,96% | 99,96% |