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 | - | 57.75 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.89% |
19/11/2024 | - | 57.69 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.83% |
18/11/2024 | - | 59.43 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | - | 60.02 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
14/11/2024 | 1.00% | 61.36 % | 62.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 149,483 CHF | 150,986 CHF | 8.09% | 99.06% |
13/11/2024 | 0.89% | 88.27 % | 89.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,873 CHF | 224,873 CHF | 99.68% | 99.68% |
12/11/2024 | 0.88% | 89.69 % | 90.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,140 CHF | 229,140 CHF | 99.98% | 99.98% |
11/11/2024 | 0.85% | 92.98 % | 93.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,059 CHF | 235,059 CHF | 100.00% | 100.00% |
08/11/2024 | 0.86% | 92.80 % | 93.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,886 CHF | 233,886 CHF | 100.00% | 100.00% |
07/11/2024 | 0.82% | 96.21 % | 97.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,569 CHF | 243,569 CHF | 98.30% | 98.30% |