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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | - | 58.58 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.75% |
22/11/2024 | - | 58.17 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
20/11/2024 | - | 58.16 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.92% |
19/11/2024 | - | 58.10 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 82.04% |
18/11/2024 | - | 74.28 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.61% |
15/11/2024 | - | 77.78 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 85.29% |
14/11/2024 | 1.00% | 81.29 % | 73.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 180,630 CHF | 182,443 CHF | 0.51% | 46.80% |
13/11/2024 | 0.82% | 96.40 % | 97.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,269 CHF | 244,269 CHF | 99.70% | 99.70% |
12/11/2024 | 0.82% | 97.11 % | 97.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,052 CHF | 246,052 CHF | 99.98% | 99.98% |
11/11/2024 | 0.81% | 98.39 % | 99.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,501 CHF | 248,501 CHF | 100.00% | 100.00% |