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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | - | 0.04 CHF | - CHF | 2,519,800 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
20/11/2024 | - | 0.03 CHF | - CHF | 2,716,200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19/11/2024 | - | 0.03 CHF | - CHF | 2,898,800 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.84% |
18/11/2024 | - | 0.03 CHF | - CHF | 2,794,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | - | 0.03 CHF | - CHF | 1,512,700 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14/11/2024 | - | 0.06 CHF | - CHF | 1,413,300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
13/11/2024 | - | 0.06 CHF | - CHF | 1,402,800 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/11/2024 | - | 0.06 CHF | - CHF | 1,456,400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.86% |
11/11/2024 | - | 0.06 CHF | - CHF | 1,525,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08/11/2024 | - | 0.06 CHF | - CHF | 1,561,300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.89% |