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 | - | 73.65 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.95% |
19/11/2024 | 1.00% | 73.67 % | 76.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 189,331 CHF | 191,234 CHF | 7.22% | 97.27% |
18/11/2024 | 1.00% | 78.03 % | 78.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 191,031 CHF | 192,951 CHF | 100.00% | 100.00% |
15/11/2024 | 0.99% | 79.78 % | 80.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,698 CHF | 203,698 CHF | 95.57% | 95.57% |
14/11/2024 | 0.99% | 81.90 % | 82.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,920 CHF | 202,918 CHF | 79.40% | 79.40% |
13/11/2024 | 0.86% | 91.69 % | 92.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,760 CHF | 232,760 CHF | 99.70% | 99.70% |
12/11/2024 | 0.85% | 92.68 % | 93.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,038 CHF | 236,038 CHF | 100.00% | 100.00% |
11/11/2024 | 0.84% | 94.88 % | 95.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,816 CHF | 239,816 CHF | 100.00% | 100.00% |
08/11/2024 | 0.84% | 94.93 % | 95.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,134 CHF | 239,134 CHF | 100.00% | 100.00% |
07/11/2024 | 0.82% | 97.38 % | 98.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,097 CHF | 246,097 CHF | 99.99% | 99.99% |