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 | - | 65.80 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.58% |
19/11/2024 | - | 69.30 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18/11/2024 | - | 67.90 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | - | 74.40 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14/11/2024 | 1.00% | 79.90 % | 80.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 397,112 CHF | 401,112 CHF | 2.19% | 100.00% |
13/11/2024 | 1.02% | 78.30 % | 79.10 % | 500,000 | 500,000 | 499,856 | 499,856 | 390,318 CHF | 394,318 CHF | 99.68% | 99.68% |
12/11/2024 | 0.97% | 79.10 % | 79.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 411,442 CHF | 415,442 CHF | 99.80% | 99.80% |
11/11/2024 | 0.95% | 85.30 % | 86.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 420,790 CHF | 424,790 CHF | 100.00% | 100.00% |
08/11/2024 | 0.93% | 87.00 % | 87.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 425,974 CHF | 429,974 CHF | 100.00% | 100.00% |
07/11/2024 | 0.93% | 84.10 % | 84.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,515 CHF | 430,515 CHF | 99.23% | 99.23% |