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 | - | 62.67 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.95% |
19/11/2024 | - | 62.67 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.84% |
18/11/2024 | - | 64.46 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | - | 64.99 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.88% |
14/11/2024 | - | 66.31 % | 85.45 % | 250,000 | 250,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.12% |
13/11/2024 | 0.94% | 84.40 % | 85.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,597 CHF | 214,597 CHF | 100.00% | 100.00% |
12/11/2024 | 0.92% | 85.49 % | 86.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,088 CHF | 219,088 CHF | 99.95% | 99.95% |
11/11/2024 | 0.89% | 89.01 % | 89.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,834 CHF | 225,834 CHF | 100.00% | 100.00% |
08/11/2024 | 0.89% | 89.30 % | 90.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,230 CHF | 225,230 CHF | 100.00% | 100.00% |
07/11/2024 | 0.85% | 93.30 % | 94.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,299 CHF | 236,299 CHF | 98.26% | 98.26% |