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 | - | 0.22 CHF | - CHF | 1,122,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |
19/11/2024 | - | 0.22 CHF | - CHF | 1,161,600 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18/11/2024 | - | 0.22 CHF | - CHF | 1,162,100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |
15/11/2024 | - | 0.23 CHF | - CHF | 1,016,300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |
14/11/2024 | - | 0.26 CHF | - CHF | 485,400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.97% |
13/11/2024 | - | 0.26 CHF | - CHF | 951,100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/11/2024 | - | 0.27 CHF | - CHF | 953,700 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.99% |
11/11/2024 | - | 0.26 CHF | - CHF | 931,600 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.50% |
08/11/2024 | - | 0.27 CHF | - CHF | 915,300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.19% |
07/11/2024 | - | 0.27 CHF | - CHF | 1,000,900 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.74% |