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 | - | 65,70 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
19/11/2024 | - | 67,70 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
18/11/2024 | 4,55% | 68,00 % | 70,76 % | 250 000 | 250 000 | 253 310 | 253 310 | 173 566 CHF | 181 585 CHF | 21,06% | 99,76% |
15/11/2024 | 1,93% | 71,00 % | 72,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 364 698 CHF | 371 821 CHF | 100,00% | 100,00% |
14/11/2024 | 1,86% | 75,20 % | 76,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 375 616 CHF | 382 666 CHF | 99,10% | 99,10% |
13/11/2024 | 1,96% | 73,00 % | 74,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 366 233 CHF | 373 466 CHF | 100,00% | 100,00% |
12/11/2024 | 1,84% | 74,70 % | 76,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 378 800 CHF | 385 850 CHF | 100,00% | 100,00% |
11/11/2024 | 1,69% | 76,90 % | 78,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 386 814 CHF | 393 416 CHF | 100,00% | 100,00% |
08/11/2024 | 1,84% | 76,20 % | 77,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 378 888 CHF | 385 938 CHF | 100,00% | 100,00% |
07/11/2024 | 1,84% | 76,00 % | 77,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 379 947 CHF | 386 986 CHF | 99,24% | 99,24% |