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 | - | 53.96 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.93% |
19/11/2024 | - | 53.91 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.78% |
18/11/2024 | - | 55.61 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.97% |
15/11/2024 | - | 56.16 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.98% |
14/11/2024 | - | 57.47 % | 89.21 % | 250,000 | 250,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.10% |
13/11/2024 | 0.87% | 90.12 % | 90.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,188 CHF | 230,188 CHF | 99.60% | 99.60% |
12/11/2024 | 0.85% | 91.88 % | 92.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,952 CHF | 234,952 CHF | 99.97% | 99.97% |
11/11/2024 | 0.83% | 95.44 % | 96.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,442 CHF | 241,442 CHF | 100.00% | 100.00% |
08/11/2024 | 0.84% | 95.25 % | 96.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,414 CHF | 239,414 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.40 % | 99.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,387 CHF | 249,387 CHF | 97.30% | 97.30% |