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 | - | 83,00 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 97,94% |
19/11/2024 | - | 84,90 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
18/11/2024 | - | 86,50 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
15/11/2024 | - | 88,30 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
14/11/2024 | - | 88,50 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
13/11/2024 | - | 88,50 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
12/11/2024 | 0,89% | 89,70 % | 90,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 634 CHF | 457 684 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 94,90 % | 95,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 756 CHF | 479 806 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 93,00 % | 93,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 939 CHF | 471 989 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 95,60 % | 96,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 857 CHF | 482 907 CHF | 99,04% | 99,04% |