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 | - | 81.92 % | - % | 60,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.79% |
19/11/2024 | - | 83.87 % | - % | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 87.24% |
18/11/2024 | - | 88.22 % | - % | 129,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.71% |
15/11/2024 | - | 90.84 % | - % | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 89.66% |
14/11/2024 | - | 102.81 % | - % | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.89% |
13/11/2024 | - | 100.64 % | - % | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 71.27% |
12/11/2024 | - | 100.44 % | - % | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 61.10% |
11/11/2024 | - | 114.49 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 90.79% |
08/11/2024 | - | 106.68 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 80.55% |
07/11/2024 | - | 118.48 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 71.42% |