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 | - | 55.99 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.83% |
19/11/2024 | - | 56.77 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.78% |
18/11/2024 | - | 56.95 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.94% |
15/11/2024 | - | 56.14 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14/11/2024 | 1.00% | 61.15 % | 61.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 155,195 CHF | 156,759 CHF | 99.85% | 99.85% |
13/11/2024 | 1.00% | 62.71 % | 63.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 159,661 CHF | 161,264 CHF | 99.84% | 99.84% |
12/11/2024 | 1.00% | 63.43 % | 64.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 160,456 CHF | 162,069 CHF | 99.95% | 99.95% |
11/11/2024 | 1.00% | 65.52 % | 66.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 171,096 CHF | 172,815 CHF | 99.60% | 99.60% |
08/11/2024 | 1.00% | 70.11 % | 70.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 182,068 CHF | 183,901 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 74.74 % | 75.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 188,603 CHF | 190,495 CHF | 70.77% | 70.77% |