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 | - | 98,40 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,58% |
19/11/2024 | - | 99,20 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
18/11/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 100 000 | 500 000 | 100 000 | 495 147 CHF | 99 830 CHF | 85,57% | 100,00% |
15/11/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 290 CHF | 497 290 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 695 CHF | 495 695 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 124 CHF | 496 124 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 400 CHF | 499 400 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 537 CHF | 503 537 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,30 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 962 CHF | 500 962 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 664 CHF | 503 664 CHF | 99,24% | 99,24% |