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 | - | 57,23 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
19/11/2024 | - | 57,16 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 82,48% |
18/11/2024 | - | 69,86 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 93,88% |
15/11/2024 | - | 73,04 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 80,97% |
14/11/2024 | 1,00% | 73,63 % | 70,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 172 376 CHF | 174 109 CHF | 0,50% | 43,01% |
13/11/2024 | 0,83% | 95,44 % | 96,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 004 CHF | 242 004 CHF | 99,95% | 99,95% |
12/11/2024 | 0,82% | 96,33 % | 97,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 389 CHF | 244 389 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,11 % | 98,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 763 CHF | 247 763 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 97,89 % | 98,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 097 CHF | 246 097 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,52 % | 100,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 789 CHF | 251 791 CHF | 100,00% | 100,00% |