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 | - | 65,80 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,58% |
19/11/2024 | - | 69,30 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
18/11/2024 | - | 67,90 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
15/11/2024 | - | 74,40 % | - % | 250 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
14/11/2024 | 1,00% | 79,90 % | 80,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 397 112 CHF | 401 112 CHF | 2,19% | 100,00% |
13/11/2024 | 1,02% | 78,30 % | 79,10 % | 500 000 | 500 000 | 499 856 | 499 856 | 390 318 CHF | 394 318 CHF | 99,68% | 99,68% |
12/11/2024 | 0,97% | 79,10 % | 79,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 411 442 CHF | 415 442 CHF | 99,80% | 99,80% |
11/11/2024 | 0,95% | 85,30 % | 86,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 420 790 CHF | 424 790 CHF | 100,00% | 100,00% |
08/11/2024 | 0,93% | 87,00 % | 87,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 425 974 CHF | 429 974 CHF | 100,00% | 100,00% |
07/11/2024 | 0,93% | 84,10 % | 84,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 426 515 CHF | 430 515 CHF | 99,23% | 99,23% |