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 | - | 66.28 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.01% |
19/11/2024 | - | 68.73 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.97% |
18/11/2024 | - | 67.67 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.68% |
15/11/2024 | 1.00% | 71.16 % | 79.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 195,992 CHF | 197,967 CHF | 9.34% | 89.77% |
14/11/2024 | 0.91% | 85.72 % | 86.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,772 CHF | 219,772 CHF | 99.88% | 99.88% |
13/11/2024 | 0.95% | 83.74 % | 84.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,652 CHF | 211,652 CHF | 99.89% | 99.89% |
12/11/2024 | 0.95% | 82.97 % | 83.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,907 CHF | 211,907 CHF | 96.99% | 96.99% |
11/11/2024 | 0.91% | 85.31 % | 86.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,685 CHF | 220,685 CHF | 99.99% | 99.99% |
08/11/2024 | 0.89% | 87.57 % | 88.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,894 CHF | 225,894 CHF | 95.33% | 95.33% |
07/11/2024 | 0.89% | 89.58 % | 90.38 % | 250,000 | 240,000 | 250,000 | 246,269 | 223,280 CHF | 221,914 CHF | 99.95% | 99.95% |