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 | - | 56,00 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,58% |
19/11/2024 | - | 55,90 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
18/11/2024 | - | 56,90 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
15/11/2024 | - | 58,60 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
14/11/2024 | 0,90% | 59,80 % | 89,40 % | 250 000 | 500 000 | 500 000 | 500 000 | 443 000 CHF | 447 000 CHF | 0,34% | 98,99% |
13/11/2024 | 0,90% | 88,20 % | 89,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 444 441 CHF | 448 441 CHF | 100,00% | 100,00% |
12/11/2024 | 0,87% | 89,40 % | 90,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 628 CHF | 460 628 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 93,40 % | 94,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 824 CHF | 473 824 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 93,40 % | 94,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 609 CHF | 465 609 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 95,00 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 473 CHF | 480 473 CHF | 99,23% | 99,23% |