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 | - | 63.72 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.97% |
19/11/2024 | - | 63.69 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.80% |
18/11/2024 | - | 65.47 % | - % | 235,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | - | 66.01 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
14/11/2024 | 1.00% | 67.32 % | 66.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 169,628 CHF | 171,333 CHF | 0.74% | 98.14% |
13/11/2024 | 0.91% | 86.69 % | 87.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,353 CHF | 220,353 CHF | 99.70% | 99.70% |
12/11/2024 | 0.90% | 87.63 % | 88.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,336 CHF | 224,336 CHF | 99.86% | 99.86% |
11/11/2024 | 0.87% | 90.93 % | 91.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,285 CHF | 230,285 CHF | 100.00% | 100.00% |
08/11/2024 | 0.87% | 91.13 % | 91.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,813 CHF | 229,813 CHF | 100.00% | 100.00% |
07/11/2024 | 0.84% | 94.86 % | 95.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,134 CHF | 240,134 CHF | 99.10% | 99.10% |