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 | - | 68.40 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.98% |
19/11/2024 | - | 68.68 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.79% |
18/11/2024 | - | 73.24 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | - | 74.32 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.13% |
14/11/2024 | 1.00% | 75.55 % | 75.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 180,734 CHF | 182,548 CHF | 2.11% | 89.69% |
13/11/2024 | 0.95% | 82.88 % | 83.68 % | 205,000 | 250,000 | 207,771 | 250,000 | 173,502 CHF | 210,750 CHF | 99.93% | 99.93% |
12/11/2024 | 0.93% | 84.21 % | 85.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,282 CHF | 215,282 CHF | 100.00% | 100.00% |
11/11/2024 | 0.90% | 88.26 % | 89.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,697 CHF | 223,697 CHF | 100.00% | 100.00% |
08/11/2024 | 0.90% | 87.97 % | 88.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,827 CHF | 222,827 CHF | 99.86% | 99.86% |
07/11/2024 | 0.87% | 91.17 % | 91.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,254 CHF | 230,254 CHF | 99.95% | 99.95% |