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 | - | 65.78 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.89% |
19/11/2024 | - | 65.32 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |
18/11/2024 | - | 66.32 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.97% |
15/11/2024 | - | 69.01 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
14/11/2024 | - | 68.53 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.92% |
13/11/2024 | 1.00% | 69.94 % | 70.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 177,965 CHF | 179,757 CHF | 99.91% | 99.91% |
12/11/2024 | 1.00% | 72.16 % | 72.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 184,725 CHF | 186,581 CHF | 99.98% | 99.98% |
11/11/2024 | 1.00% | 73.09 % | 73.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 185,294 CHF | 187,159 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 73.72 % | 74.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 187,887 CHF | 189,777 CHF | 99.94% | 99.94% |
07/11/2024 | 1.00% | 74.98 % | 75.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 176,620 CHF | 178,396 CHF | 98.78% | 98.78% |