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 | - | 48.57 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.88% |
19/11/2024 | - | 48.64 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.74% |
18/11/2024 | - | 48.76 % | - % | 245,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | - | 49.61 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.96% |
14/11/2024 | - | 47.89 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
13/11/2024 | - | 48.12 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 93.89% |
12/11/2024 | 1.00% | 56.91 % | 64.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 180,270 CHF | 182,082 CHF | 67.60% | 76.81% |
11/11/2024 | 0.94% | 78.53 % | 79.32 % | 230,000 | 250,000 | 242,586 | 250,000 | 203,710 CHF | 211,919 CHF | 89.41% | 89.41% |
08/11/2024 | 0.87% | 86.36 % | 87.16 % | 235,000 | 250,000 | 248,620 | 250,000 | 228,965 CHF | 232,171 CHF | 96.61% | 96.61% |
07/11/2024 | 0.84% | 94.98 % | 95.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,962 CHF | 239,962 CHF | 99.96% | 99.96% |