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 | - | 53.78 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.95% |
19/11/2024 | - | 53.73 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.98% |
18/11/2024 | - | 57.40 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | - | 57.94 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.98% |
14/11/2024 | - | 59.24 % | 89.76 % | 250,000 | 250,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.11% |
13/11/2024 | 0.88% | 88.81 % | 89.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,258 CHF | 227,258 CHF | 99.78% | 99.78% |
12/11/2024 | 0.86% | 90.86 % | 91.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,085 CHF | 233,085 CHF | 98.93% | 98.93% |
11/11/2024 | 0.83% | 95.07 % | 95.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,660 CHF | 240,660 CHF | 100.00% | 100.00% |
08/11/2024 | 0.84% | 94.86 % | 95.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,628 CHF | 238,628 CHF | 99.88% | 99.88% |
07/11/2024 | 0.80% | 98.51 % | 99.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,483 CHF | 249,483 CHF | 97.28% | 97.28% |