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 | - | 83.00 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.94% |
19/11/2024 | - | 84.90 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18/11/2024 | - | 86.50 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | - | 88.30 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14/11/2024 | - | 88.50 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
13/11/2024 | - | 88.50 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/11/2024 | 0.89% | 89.70 % | 90.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,634 CHF | 457,684 CHF | 100.00% | 100.00% |
11/11/2024 | 0.85% | 94.90 % | 95.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,756 CHF | 479,806 CHF | 100.00% | 100.00% |
08/11/2024 | 0.86% | 93.00 % | 93.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,939 CHF | 471,989 CHF | 100.00% | 100.00% |
07/11/2024 | 0.84% | 95.60 % | 96.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,857 CHF | 482,907 CHF | 99.04% | 99.04% |