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 | - | 51.30 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19/11/2024 | - | 53.90 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18/11/2024 | - | 53.50 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | - | 55.60 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.04% |
14/11/2024 | - | 59.50 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.10% |
13/11/2024 | - | 56.80 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.46% |
12/11/2024 | - | 56.30 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 92.60% |
11/11/2024 | - | 65.90 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08/11/2024 | 5.31% | 70.30 % | 69.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 322,075 CHF | 339,624 CHF | 25.60% | 100.00% |
07/11/2024 | 4.99% | 64.60 % | 68.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 342,054 CHF | 359,462 CHF | 73.71% | 73.71% |