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 | 1.08% | 92.60 % | 93.60 % | 500,000 | 500,000 | 499,883 | 500,000 | 462,448 CHF | 467,557 CHF | 97.94% | 97.94% |
19/11/2024 | - | 92.00 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18/11/2024 | - | 91.10 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | - | 92.30 % | - % | 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% | 99.75% |
13/11/2024 | - | 87.40 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/11/2024 | - | 89.10 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11/11/2024 | 1.09% | 90.60 % | 91.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,267 CHF | 459,267 CHF | 100.00% | 100.00% |
08/11/2024 | 0.86% | 91.00 % | 91.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,234 CHF | 466,234 CHF | 100.00% | 100.00% |
07/11/2024 | 0.84% | 94.70 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,615 CHF | 477,615 CHF | 99.23% | 99.23% |