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 | - | 62.45 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.98% |
19/11/2024 | - | 64.86 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.67% |
18/11/2024 | 1.00% | 64.64 % | 69.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 174,399 CHF | 176,152 CHF | 71.14% | 91.80% |
15/11/2024 | 1.00% | 71.74 % | 72.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 184,712 CHF | 186,568 CHF | 93.23% | 93.23% |
14/11/2024 | 1.00% | 77.84 % | 78.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 193,903 CHF | 195,853 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 74.64 % | 75.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 186,259 CHF | 188,131 CHF | 100.00% | 100.00% |
12/11/2024 | 0.99% | 75.87 % | 76.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,846 CHF | 201,830 CHF | 99.87% | 99.87% |
11/11/2024 | 0.97% | 83.03 % | 83.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,062 CHF | 207,062 CHF | 100.00% | 100.00% |
08/11/2024 | 0.95% | 85.81 % | 86.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,308 CHF | 211,308 CHF | 99.98% | 99.98% |
07/11/2024 | 0.96% | 81.52 % | 82.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,598 CHF | 209,598 CHF | 95.34% | 95.34% |