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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | - | 90,30 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
20/11/2024 | 0,87% | 91,30 % | 92,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 415 CHF | 461 415 CHF | 97,95% | 97,95% |
19/11/2024 | 1,09% | 91,30 % | 92,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 193 CHF | 460 193 CHF | 100,00% | 100,00% |
18/11/2024 | - | 92,30 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
15/11/2024 | - | 92,10 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
14/11/2024 | - | 91,80 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
13/11/2024 | 0,89% | 89,90 % | 90,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 864 CHF | 450 864 CHF | 100,00% | 100,00% |
12/11/2024 | 0,89% | 88,10 % | 88,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 730 CHF | 449 730 CHF | 100,00% | 100,00% |
11/11/2024 | 1,07% | 92,90 % | 93,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 037 CHF | 469 037 CHF | 100,00% | 100,00% |
08/11/2024 | 1,09% | 91,30 % | 92,30 % | 500 000 | 500 000 | 499 738 | 499 738 | 456 693 CHF | 461 692 CHF | 100,00% | 100,00% |