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 | - | 77.80 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19/11/2024 | - | 78.00 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18/11/2024 | - | 79.60 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | - | 79.00 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14/11/2024 | - | 80.10 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.10% |
13/11/2024 | - | 79.10 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/11/2024 | - | 80.60 % | 87.70 % | 250,000 | 2,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11/11/2024 | 2.62% | 82.60 % | 84.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,550 CHF | 213,050 CHF | 100.00% | 100.00% |
08/11/2024 | 2.61% | 83.10 % | 85.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,040 CHF | 213,540 CHF | 100.00% | 100.00% |
07/11/2024 | 2.37% | 83.90 % | 86.10 % | 250,000 | 250,000 | 286,959 | 286,959 | 242,065 CHF | 247,491 CHF | 99.24% | 99.24% |