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 | - | 98.40 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.58% |
19/11/2024 | - | 99.20 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18/11/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 495,147 CHF | 99,830 CHF | 85.57% | 100.00% |
15/11/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,290 CHF | 497,290 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,695 CHF | 495,695 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,124 CHF | 496,124 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,400 CHF | 499,400 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,537 CHF | 503,537 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,962 CHF | 500,962 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,664 CHF | 503,664 CHF | 99.24% | 99.24% |