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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | - | 63.36 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.17% |
22/11/2024 | - | 62.07 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.91% |
20/11/2024 | 1.00% | 67.84 % | 68.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 169,892 CHF | 171,600 CHF | 99.99% | 99.99% |
19/11/2024 | 1.00% | 67.47 % | 68.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 169,046 CHF | 170,745 CHF | 99.85% | 99.85% |
18/11/2024 | 1.00% | 71.90 % | 72.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 180,789 CHF | 182,606 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 73.02 % | 73.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 183,535 CHF | 185,378 CHF | 99.99% | 99.99% |
14/11/2024 | 1.00% | 75.42 % | 76.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 191,728 CHF | 193,656 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 77.46 % | 78.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 196,505 CHF | 198,478 CHF | 100.00% | 100.00% |
12/11/2024 | 0.97% | 79.72 % | 80.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,385 CHF | 206,385 CHF | 99.98% | 99.98% |
11/11/2024 | 0.97% | 82.86 % | 83.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,657 CHF | 206,653 CHF | 59.45% | 59.45% |