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 | - | 58.55 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.97% |
19/11/2024 | - | 58.49 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.82% |
18/11/2024 | - | 60.32 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | - | 60.92 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.97% |
14/11/2024 | - | 62.34 % | 93.44 % | 250,000 | 250,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.93% |
13/11/2024 | 0.85% | 92.45 % | 93.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,546 CHF | 235,546 CHF | 99.93% | 99.93% |
12/11/2024 | 0.84% | 93.89 % | 94.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,182 CHF | 239,182 CHF | 100.00% | 100.00% |
11/11/2024 | 0.82% | 96.67 % | 97.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,439 CHF | 244,439 CHF | 100.00% | 100.00% |
08/11/2024 | 0.83% | 96.53 % | 97.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,287 CHF | 242,287 CHF | 99.99% | 99.99% |
07/11/2024 | 0.80% | 98.83 % | 99.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,211 CHF | 250,211 CHF | 100.00% | 100.00% |