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 | - | 48,90 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
19/11/2024 | - | 51,60 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
18/11/2024 | - | 51,20 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
15/11/2024 | - | 53,50 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,04% |
14/11/2024 | - | 57,40 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,10% |
13/11/2024 | - | 55,60 % | 71,45 % | 250 000 | 2 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 97,82% |
12/11/2024 | 3,41% | 60,15 % | 64,45 % | 250 000 | 250 000 | 496 787 | 497 002 | 335 353 CHF | 347 011 CHF | 93,51% | 93,51% |
11/11/2024 | 3,10% | 73,20 % | 75,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 356 131 CHF | 367 321 CHF | 100,00% | 100,00% |
08/11/2024 | 2,87% | 76,80 % | 78,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 366 737 CHF | 377 400 CHF | 100,00% | 100,00% |
07/11/2024 | 2,93% | 70,00 % | 72,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 368 569 CHF | 379 466 CHF | 72,93% | 72,93% |