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 | - | 53.48 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.97% |
19/11/2024 | - | 55.83 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.88% |
18/11/2024 | - | 55.63 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
15/11/2024 | - | 57.48 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
14/11/2024 | - | 60.94 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
13/11/2024 | - | 58.84 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.97% |
12/11/2024 | 1.00% | 60.14 % | 63.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 176,789 CHF | 178,564 CHF | 55.12% | 84.82% |
11/11/2024 | 1.00% | 73.87 % | 74.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 181,267 CHF | 183,090 CHF | 92.01% | 92.01% |
08/11/2024 | 1.00% | 77.31 % | 78.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 186,290 CHF | 188,161 CHF | 98.67% | 98.67% |
07/11/2024 | 1.00% | 71.69 % | 72.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 184,586 CHF | 186,442 CHF | 70.24% | 70.24% |