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 | - | 82.20 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.95% |
19/11/2024 | - | 84.00 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18/11/2024 | - | 85.90 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | - | 86.80 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14/11/2024 | 0.92% | 87.50 % | 88.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 433,821 CHF | 437,821 CHF | 100.00% | 100.00% |
13/11/2024 | 0.90% | 87.60 % | 88.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,426 CHF | 444,426 CHF | 100.00% | 100.00% |
12/11/2024 | 1.11% | 88.80 % | 89.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 447,154 CHF | 452,154 CHF | 100.00% | 100.00% |
11/11/2024 | 1.06% | 93.40 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,065 CHF | 473,065 CHF | 100.00% | 100.00% |
08/11/2024 | 0.86% | 91.70 % | 92.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,206 CHF | 465,206 CHF | 100.00% | 100.00% |
07/11/2024 | 0.84% | 94.50 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,960 CHF | 476,960 CHF | 99.04% | 99.04% |