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 | - | 58,70 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
19/11/2024 | - | 60,20 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
18/11/2024 | - | 60,70 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
15/11/2024 | - | 60,50 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
14/11/2024 | - | 61,70 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 97,13% |
13/11/2024 | - | 60,60 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,42% |
12/11/2024 | 16,05% | 62,00 % | 84,80 % | 250 000 | 50 000 | 250 000 | 50 000 | 180 500 CHF | 42 400 CHF | 0,01% | 97,39% |
11/11/2024 | 0,31% | 98,50 % | 98,80 % | 500 000 | 100 000 | 494 969 | 98 994 | 487 772 CHF | 97 852 CHF | 100,00% | 100,00% |
08/11/2024 | 0,44% | 97,90 % | 98,20 % | 500 000 | 100 000 | 494 968 | 98 994 | 483 738 CHF | 97 161 CHF | 100,00% | 100,00% |
07/11/2024 | 0,32% | 97,90 % | 98,20 % | 500 000 | 100 000 | 494 931 | 98 986 | 485 142 CHF | 97 326 CHF | 99,23% | 99,23% |