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 | - | 71.74 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19/11/2024 | 1.00% | 71.82 % | 72.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 192,784 CHF | 194,720 CHF | 16.50% | 87.65% |
18/11/2024 | 1.00% | 80.39 % | 81.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,767 CHF | 201,767 CHF | 99.93% | 99.93% |
15/11/2024 | 0.99% | 77.97 % | 78.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,974 CHF | 200,964 CHF | 100.00% | 100.00% |
14/11/2024 | 0.98% | 82.06 % | 82.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,162 CHF | 204,153 CHF | 99.77% | 99.77% |
13/11/2024 | 1.00% | 78.32 % | 79.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 196,381 CHF | 198,355 CHF | 99.82% | 99.82% |
12/11/2024 | 1.00% | 79.10 % | 79.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,204 CHF | 201,203 CHF | 20.69% | 20.69% |
11/11/2024 | 0.95% | 83.09 % | 83.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,110 CHF | 212,110 CHF | 99.99% | 99.99% |
08/11/2024 | 0.95% | 83.04 % | 83.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,225 CHF | 211,225 CHF | 96.94% | 96.94% |
07/11/2024 | 0.93% | 84.57 % | 85.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,127 CHF | 215,127 CHF | 99.91% | 99.91% |