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 | - | 72,40 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
19/11/2024 | - | 72,20 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
18/11/2024 | - | 73,80 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
15/11/2024 | - | 75,50 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
14/11/2024 | - | 77,10 % | 95,80 % | 250 000 | 5 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 97,75% |
13/11/2024 | 0,32% | 93,30 % | 93,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 674 CHF | 472 174 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 94,60 % | 94,90 % | 500 000 | 500 000 | 499 737 | 499 737 | 480 599 CHF | 482 099 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 97,50 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 794 CHF | 490 294 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 97,50 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 763 CHF | 487 263 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 98,90 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 334 CHF | 497 834 CHF | 98,78% | 98,78% |