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 | - | 2.59 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 89.78% |
19/11/2024 | - | 2.53 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.83% |
18/11/2024 | - | 2.49 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.09% |
15/11/2024 | - | 2.20 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.73% |
14/11/2024 | - | 2.14 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.08% |
13/11/2024 | - | 2.11 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.16% |
12/11/2024 | - | 2.03 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.01% |
11/11/2024 | - | 2.13 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
08/11/2024 | 1.42% | 1.88 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,851 CHF | 98,235 CHF | 30.76% | 100.00% |
07/11/2024 | 1.67% | 2.00 CHF | 2.03 CHF | 50,000 | 50,000 | 35,229 | 35,229 | 71,037 CHF | 72,127 CHF | 94.47% | 94.47% |