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 | - | 63,72 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,97% |
19/11/2024 | - | 63,69 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,80% |
18/11/2024 | - | 65,47 % | - % | 235 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
15/11/2024 | - | 66,01 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,99% |
14/11/2024 | 1,00% | 67,32 % | 66,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 169 628 CHF | 171 333 CHF | 0,74% | 98,14% |
13/11/2024 | 0,91% | 86,69 % | 87,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 353 CHF | 220 353 CHF | 99,70% | 99,70% |
12/11/2024 | 0,90% | 87,63 % | 88,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 336 CHF | 224 336 CHF | 99,86% | 99,86% |
11/11/2024 | 0,87% | 90,93 % | 91,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 285 CHF | 230 285 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 91,13 % | 91,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 813 CHF | 229 813 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 94,86 % | 95,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 134 CHF | 240 134 CHF | 99,10% | 99,10% |