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 | - | 53.06 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19/11/2024 | - | 53.01 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.89% |
18/11/2024 | - | 54.67 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | - | 55.21 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.98% |
14/11/2024 | - | 56.50 % | 101.72 % | 250,000 | 250,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.07% |
13/11/2024 | 0.80% | 100.56 % | 101.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,063 CHF | 254,087 CHF | 99.93% | 99.93% |
12/11/2024 | 0.80% | 100.11 % | 100.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,249 CHF | 253,270 CHF | 99.99% | 99.99% |
11/11/2024 | 0.80% | 100.57 % | 101.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,959 CHF | 253,984 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.75 % | 101.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,739 CHF | 252,753 CHF | 99.99% | 99.99% |
07/11/2024 | 0.80% | 101.33 % | 102.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,441 CHF | 255,479 CHF | 100.00% | 100.00% |