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 | - | 60.96 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |
19/11/2024 | 1.00% | 60.94 % | 60.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 164,663 CHF | 166,317 CHF | 60.44% | 80.91% |
18/11/2024 | 1.00% | 72.91 % | 73.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 177,300 CHF | 179,082 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 75.53 % | 76.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 191,976 CHF | 193,905 CHF | 89.50% | 89.50% |
14/11/2024 | 1.00% | 78.50 % | 79.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,545 CHF | 192,461 CHF | 76.88% | 76.88% |
13/11/2024 | 0.89% | 89.01 % | 89.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,037 CHF | 226,037 CHF | 99.99% | 99.99% |
12/11/2024 | 0.87% | 89.99 % | 90.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,193 CHF | 230,193 CHF | 99.98% | 99.98% |
11/11/2024 | 0.85% | 93.10 % | 93.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,597 CHF | 235,597 CHF | 100.00% | 100.00% |
08/11/2024 | 0.86% | 93.18 % | 93.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,800 CHF | 234,800 CHF | 100.00% | 100.00% |
07/11/2024 | 0.82% | 96.24 % | 97.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,577 CHF | 243,577 CHF | 100.00% | 100.00% |