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 | - | 42.76 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.95% |
19/11/2024 | - | 40.83 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 94.15% |
18/11/2024 | - | 41.05 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.42% |
15/11/2024 | - | 48.16 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.95% |
14/11/2024 | - | 47.92 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.74% |
13/11/2024 | - | 44.78 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.61% |
12/11/2024 | - | 42.46 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 91.44% |
11/11/2024 | - | 38.54 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.20% |
08/11/2024 | - | 48.83 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 93.66% |
07/11/2024 | 1.80% | 55.33 % | 55.89 % | 250,000 | 250,000 | 129,765 | 129,765 | 75,641 CHF | 76,884 CHF | 98.79% | 98.79% |