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 | - | 68.34 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 84.34% |
19/11/2024 | - | 68.02 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 82.60% |
18/11/2024 | - | 75.82 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.79% |
15/11/2024 | - | 78.82 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 67.07% |
14/11/2024 | 1.00% | 82.13 % | 76.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 187,255 CHF | 189,143 CHF | 0.49% | 67.45% |
13/11/2024 | 0.83% | 95.02 % | 95.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,803 CHF | 241,803 CHF | 99.89% | 99.89% |
12/11/2024 | 0.82% | 96.53 % | 97.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,065 CHF | 245,065 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 97.87 % | 98.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,441 CHF | 246,441 CHF | 100.00% | 100.00% |
08/11/2024 | 0.82% | 97.28 % | 98.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,852 CHF | 244,852 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.11 % | 98.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,577 CHF | 247,577 CHF | 100.00% | 100.00% |