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 | - | 58.70 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19/11/2024 | - | 60.20 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18/11/2024 | - | 60.70 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | - | 60.50 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14/11/2024 | - | 61.70 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.13% |
13/11/2024 | - | 60.60 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.42% |
12/11/2024 | 16.05% | 62.00 % | 84.80 % | 250,000 | 50,000 | 250,000 | 50,000 | 180,500 CHF | 42,400 CHF | 0.01% | 97.39% |
11/11/2024 | 0.31% | 98.50 % | 98.80 % | 500,000 | 100,000 | 494,969 | 98,994 | 487,772 CHF | 97,852 CHF | 100.00% | 100.00% |
08/11/2024 | 0.44% | 97.90 % | 98.20 % | 500,000 | 100,000 | 494,968 | 98,994 | 483,738 CHF | 97,161 CHF | 100.00% | 100.00% |
07/11/2024 | 0.32% | 97.90 % | 98.20 % | 500,000 | 100,000 | 494,931 | 98,986 | 485,142 CHF | 97,326 CHF | 99.23% | 99.23% |