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 | - | 57.90 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.94% |
19/11/2024 | - | 58.05 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
18/11/2024 | - | 59.81 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | - | 60.38 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.91% |
14/11/2024 | 1.00% | 61.73 % | 62.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 156,145 CHF | 157,711 CHF | 0.47% | 97.87% |
13/11/2024 | 0.91% | 86.64 % | 87.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,840 CHF | 220,840 CHF | 99.88% | 99.88% |
12/11/2024 | 0.89% | 88.15 % | 88.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,238 CHF | 226,238 CHF | 99.98% | 99.98% |
11/11/2024 | 0.86% | 91.88 % | 92.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,561 CHF | 232,561 CHF | 100.00% | 100.00% |
08/11/2024 | 0.87% | 92.00 % | 92.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,633 CHF | 231,633 CHF | 100.00% | 100.00% |
07/11/2024 | 0.83% | 95.91 % | 96.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,672 CHF | 242,672 CHF | 97.28% | 97.28% |