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 | - | 58.39 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.92% |
19/11/2024 | - | 58.33 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.66% |
18/11/2024 | - | 60.06 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | - | 60.64 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.97% |
14/11/2024 | 1.00% | 61.98 % | 62.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 150,321 CHF | 151,832 CHF | 7.91% | 99.01% |
13/11/2024 | 0.86% | 92.03 % | 92.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,106 CHF | 234,106 CHF | 99.95% | 99.95% |
12/11/2024 | 0.85% | 93.23 % | 94.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,376 CHF | 237,376 CHF | 99.99% | 99.99% |
11/11/2024 | 0.83% | 95.75 % | 96.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,108 CHF | 242,108 CHF | 100.00% | 100.00% |
08/11/2024 | 0.83% | 95.59 % | 96.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,575 CHF | 240,575 CHF | 99.99% | 99.99% |
07/11/2024 | 0.81% | 97.98 % | 98.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,135 CHF | 248,135 CHF | 100.00% | 100.00% |