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 | - | 69.09 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 80.84% |
19/11/2024 | - | 68.43 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 80.09% |
18/11/2024 | - | 76.90 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 94.76% |
15/11/2024 | - | 79.60 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 64.58% |
14/11/2024 | 1.00% | 82.32 % | 75.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 184,932 CHF | 186,795 CHF | 0.50% | 67.44% |
13/11/2024 | 0.83% | 95.73 % | 96.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,551 CHF | 242,551 CHF | 99.91% | 99.91% |
12/11/2024 | 0.82% | 96.49 % | 97.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,285 CHF | 244,285 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 97.66 % | 98.46 % | 240,000 | 250,000 | 240,653 | 250,000 | 235,448 CHF | 246,593 CHF | 100.00% | 100.00% |
08/11/2024 | 0.82% | 97.52 % | 98.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,865 CHF | 244,865 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.60 % | 99.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,327 CHF | 249,327 CHF | 99.99% | 99.99% |