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 | - | 55.06 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.93% |
19/11/2024 | - | 55.00 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |
18/11/2024 | - | 56.73 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.98% |
15/11/2024 | - | 57.29 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.97% |
14/11/2024 | - | 58.63 % | 89.47 % | 250,000 | 250,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.01% |
13/11/2024 | 0.88% | 87.06 % | 87.86 % | 250,000 | 250,000 | 244,976 | 250,000 | 220,917 CHF | 227,478 CHF | 96.85% | 96.85% |
12/11/2024 | 0.86% | 90.89 % | 91.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,071 CHF | 234,071 CHF | 99.74% | 99.74% |
11/11/2024 | 0.83% | 95.67 % | 96.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,414 CHF | 242,414 CHF | 100.00% | 100.00% |
08/11/2024 | 0.84% | 95.58 % | 96.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,815 CHF | 239,815 CHF | 80.40% | 80.40% |
07/11/2024 | 0.80% | 98.72 % | 99.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,188 CHF | 250,188 CHF | 97.00% | 97.00% |