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 | - | 0.28 CHF | - CHF | 1,399,100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.89% |
19/11/2024 | - | 0.26 CHF | - CHF | 1,562,500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18/11/2024 | - | 0.24 CHF | - CHF | 1,696,700 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.87% |
15/11/2024 | - | 0.22 CHF | - CHF | 1,694,500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14/11/2024 | - | 0.24 CHF | - CHF | 1,652,300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
13/11/2024 | - | 0.23 CHF | - CHF | 1,717,100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/11/2024 | - | 0.21 CHF | - CHF | 1,894,900 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11/11/2024 | - | 0.20 CHF | - CHF | 1,965,600 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08/11/2024 | - | 0.19 CHF | - CHF | 2,046,600 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07/11/2024 | - | 0.19 CHF | - CHF | 2,171,500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |