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 | - | 60,96 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,90% |
19/11/2024 | 1,00% | 60,94 % | 60,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 164 663 CHF | 166 317 CHF | 60,44% | 80,91% |
18/11/2024 | 1,00% | 72,91 % | 73,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 177 300 CHF | 179 082 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 75,53 % | 76,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 191 976 CHF | 193 905 CHF | 89,50% | 89,50% |
14/11/2024 | 1,00% | 78,50 % | 79,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 190 545 CHF | 192 461 CHF | 76,88% | 76,88% |
13/11/2024 | 0,89% | 89,01 % | 89,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 037 CHF | 226 037 CHF | 99,99% | 99,99% |
12/11/2024 | 0,87% | 89,99 % | 90,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 193 CHF | 230 193 CHF | 99,98% | 99,98% |
11/11/2024 | 0,85% | 93,10 % | 93,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 597 CHF | 235 597 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 93,18 % | 93,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 800 CHF | 234 800 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 96,24 % | 97,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 577 CHF | 243 577 CHF | 100,00% | 100,00% |