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 | - | 48.90 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19/11/2024 | - | 51.60 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18/11/2024 | - | 51.20 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | - | 53.50 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.04% |
14/11/2024 | - | 57.40 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.10% |
13/11/2024 | - | 55.60 % | 71.45 % | 250,000 | 2,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.82% |
12/11/2024 | 3.41% | 60.15 % | 64.45 % | 250,000 | 250,000 | 496,787 | 497,002 | 335,353 CHF | 347,011 CHF | 93.51% | 93.51% |
11/11/2024 | 3.10% | 73.20 % | 75.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 356,131 CHF | 367,321 CHF | 100.00% | 100.00% |
08/11/2024 | 2.87% | 76.80 % | 78.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 366,737 CHF | 377,400 CHF | 100.00% | 100.00% |
07/11/2024 | 2.93% | 70.00 % | 72.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 368,569 CHF | 379,466 CHF | 72.93% | 72.93% |