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 | - | 57.23 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19/11/2024 | - | 57.16 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 82.48% |
18/11/2024 | - | 69.86 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 93.88% |
15/11/2024 | - | 73.04 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 80.97% |
14/11/2024 | 1.00% | 73.63 % | 70.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 172,376 CHF | 174,109 CHF | 0.50% | 43.01% |
13/11/2024 | 0.83% | 95.44 % | 96.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,004 CHF | 242,004 CHF | 99.95% | 99.95% |
12/11/2024 | 0.82% | 96.33 % | 97.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,389 CHF | 244,389 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.11 % | 98.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,763 CHF | 247,763 CHF | 100.00% | 100.00% |
08/11/2024 | 0.82% | 97.89 % | 98.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,097 CHF | 246,097 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.52 % | 100.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,789 CHF | 251,791 CHF | 100.00% | 100.00% |