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 | - | 57,90 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,94% |
19/11/2024 | - | 58,05 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,99% |
18/11/2024 | - | 59,81 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
15/11/2024 | - | 60,38 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,91% |
14/11/2024 | 1,00% | 61,73 % | 62,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 156 145 CHF | 157 711 CHF | 0,47% | 97,87% |
13/11/2024 | 0,91% | 86,64 % | 87,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 840 CHF | 220 840 CHF | 99,88% | 99,88% |
12/11/2024 | 0,89% | 88,15 % | 88,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 238 CHF | 226 238 CHF | 99,98% | 99,98% |
11/11/2024 | 0,86% | 91,88 % | 92,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 561 CHF | 232 561 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 92,00 % | 92,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 633 CHF | 231 633 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 95,91 % | 96,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 672 CHF | 242 672 CHF | 97,28% | 97,28% |