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 | - | 72.40 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19/11/2024 | - | 72.20 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18/11/2024 | - | 73.80 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | - | 75.50 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14/11/2024 | - | 77.10 % | 95.80 % | 250,000 | 5,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.75% |
13/11/2024 | 0.32% | 93.30 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,674 CHF | 472,174 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 94.60 % | 94.90 % | 500,000 | 500,000 | 499,737 | 499,737 | 480,599 CHF | 482,099 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 97.50 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,794 CHF | 490,294 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 97.50 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,763 CHF | 487,263 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 98.90 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,334 CHF | 497,834 CHF | 98.78% | 98.78% |