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 | - | 54.39 % | - % | 44,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.94% |
19/11/2024 | - | 54.47 % | - % | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.78% |
18/11/2024 | - | 54.57 % | - % | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
15/11/2024 | - | 55.33 % | - % | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.95% |
14/11/2024 | - | 53.78 % | - % | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
13/11/2024 | - | 53.98 % | - % | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.82% |
12/11/2024 | - | 54.03 % | - % | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.91% |
11/11/2024 | 1.61% | 57.64 % | 58.64 % | 150,000 | 150,000 | 150,000 | 150,000 | 92,383 CHF | 93,883 CHF | 99.00% | 99.00% |
08/11/2024 | 1.48% | 62.37 % | 63.37 % | 150,000 | 150,000 | 137,773 | 150,000 | 92,671 CHF | 102,409 CHF | 99.65% | 99.65% |
07/11/2024 | 1.38% | 71.19 % | 72.19 % | 150,000 | 150,000 | 150,000 | 150,000 | 108,247 CHF | 109,747 CHF | 99.89% | 99.89% |