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 | - | 39.67 % | - % | 245,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.80% |
19/11/2024 | - | 42.39 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.02% |
18/11/2024 | - | 32.44 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.94% |
15/11/2024 | - | 32.26 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.94% |
14/11/2024 | - | 34.15 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.92% |
13/11/2024 | - | 37.18 % | - % | 245,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.91% |
12/11/2024 | - | 38.96 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.93% |
11/11/2024 | - | 38.66 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |
08/11/2024 | - | 42.56 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
07/11/2024 | - | 42.12 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.87% |