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 | - | 0.91 CHF | - CHF | 329,800 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |
19/11/2024 | - | 0.88 CHF | - CHF | 391,200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.53% |
18/11/2024 | - | 0.79 CHF | - CHF | 370,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.70% |
15/11/2024 | - | 0.87 CHF | - CHF | 320,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.73% |
14/11/2024 | - | 1.05 CHF | - CHF | 297,100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.97% |
13/11/2024 | - | 1.01 CHF | - CHF | 306,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.97% |
12/11/2024 | - | 1.03 CHF | - CHF | 303,200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.95% |
11/11/2024 | - | 0.98 CHF | - CHF | 308,600 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.75% |
08/11/2024 | - | 1.02 CHF | - CHF | 297,900 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
07/11/2024 | - | 1.02 CHF | - CHF | 323,900 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.76% |