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 | - | 68.64 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19/11/2024 | - | 68.72 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.81% |
18/11/2024 | - | 70.32 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | - | 69.71 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
14/11/2024 | - | 70.85 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
13/11/2024 | 1.00% | 70.30 % | 71.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 177,567 CHF | 179,351 CHF | 99.60% | 99.60% |
12/11/2024 | 1.00% | 71.44 % | 72.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 180,660 CHF | 182,478 CHF | 99.97% | 99.97% |
11/11/2024 | 1.00% | 74.75 % | 75.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 188,870 CHF | 190,768 CHF | 99.98% | 99.98% |
08/11/2024 | 1.00% | 74.62 % | 75.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 187,990 CHF | 189,876 CHF | 99.92% | 99.92% |
07/11/2024 | 1.00% | 76.10 % | 76.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 191,934 CHF | 193,861 CHF | 99.95% | 99.95% |