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 | - | 70.09 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.98% |
19/11/2024 | - | 70.17 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.69% |
18/11/2024 | - | 71.81 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.95% |
15/11/2024 | - | 71.17 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14/11/2024 | - | 72.22 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.97% |
13/11/2024 | - | 71.17 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/11/2024 | 1.00% | 72.02 % | 76.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 189,573 CHF | 191,476 CHF | 8.55% | 18.10% |
11/11/2024 | 0.99% | 79.29 % | 80.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,844 CHF | 202,843 CHF | 99.99% | 99.99% |
08/11/2024 | 1.00% | 79.31 % | 80.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,971 CHF | 201,971 CHF | 99.77% | 99.77% |
07/11/2024 | 0.98% | 80.91 % | 81.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,068 CHF | 206,068 CHF | 99.70% | 99.70% |