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 | 0.97% | 101.20 % | 102.80 % | 500,000 | 5,000,000 | 500,000 | 5,000,000 | 510,907 CHF | 5,159,070 CHF | 0.03% | 97.95% |
19/11/2024 | - | 101.40 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18/11/2024 | - | 99.00 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | - | 96.40 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14/11/2024 | - | 99.30 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
13/11/2024 | - | 90.30 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/11/2024 | - | 91.20 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11/11/2024 | - | 99.10 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08/11/2024 | - | 99.50 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07/11/2024 | - | 105.00 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.76% |