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 | - | 51.97 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.98% |
19/11/2024 | - | 54.06 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |
18/11/2024 | - | 53.87 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
15/11/2024 | - | 55.61 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14/11/2024 | - | 59.06 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
13/11/2024 | - | 57.09 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.87% |
12/11/2024 | 1.00% | 58.47 % | 66.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 171,114 CHF | 172,835 CHF | 55.14% | 80.68% |
11/11/2024 | 1.00% | 71.47 % | 72.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 175,477 CHF | 177,241 CHF | 91.99% | 91.99% |
08/11/2024 | 1.00% | 74.76 % | 75.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 180,265 CHF | 182,077 CHF | 98.67% | 98.67% |
07/11/2024 | 1.00% | 69.35 % | 70.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 178,291 CHF | 180,084 CHF | 71.88% | 71.88% |