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 | - | 0.07 CHF | - CHF | 1,178,100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.64% |
20/11/2024 | - | 0.05 CHF | - CHF | 1,483,600 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.43% |
19/11/2024 | - | 0.05 CHF | - CHF | 1,447,900 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18/11/2024 | - | 0.05 CHF | - CHF | 1,515,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.88% |
15/11/2024 | - | 0.05 CHF | - CHF | 1,566,700 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14/11/2024 | - | 0.05 CHF | - CHF | 1,710,400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.59% |
13/11/2024 | - | 0.05 CHF | - CHF | 1,845,600 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/11/2024 | - | 0.04 CHF | - CHF | 1,652,500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.88% |
11/11/2024 | - | 0.05 CHF | - CHF | 1,759,300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08/11/2024 | - | 0.04 CHF | - CHF | 1,663,500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.30% |