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 | - | 55.29 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
19/11/2024 | - | 57.60 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.86% |
18/11/2024 | - | 57.32 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.97% |
15/11/2024 | - | 59.35 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
14/11/2024 | - | 63.12 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.98% |
13/11/2024 | - | 60.88 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 89.82% |
12/11/2024 | - | 69.94 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.25% |
11/11/2024 | 1.00% | 77.29 % | 78.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,323 CHF | 192,237 CHF | 92.43% | 98.09% |
08/11/2024 | 1.00% | 80.20 % | 81.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 194,590 CHF | 196,544 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 75.44 % | 76.20 % | 250,000 | 250,000 | 248,055 | 250,000 | 191,412 CHF | 194,884 CHF | 86.64% | 86.64% |