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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | - | 2.23 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
22/11/2024 | - | 2.22 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
20/11/2024 | 0.64% | 2.26 CHF | 2.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,452 CHF | 111,161 CHF | 14.13% | 100.00% |
19/11/2024 | 0.56% | 2.20 CHF | 2.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,555 CHF | 111,178 CHF | 100.00% | 100.00% |
18/11/2024 | 0.55% | 2.19 CHF | 2.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,532 CHF | 111,142 CHF | 100.00% | 100.00% |
15/11/2024 | 0.61% | 2.24 CHF | 2.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,855 CHF | 112,536 CHF | 100.00% | 100.00% |
14/11/2024 | 0.61% | 2.17 CHF | 2.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,970 CHF | 112,652 CHF | 99.52% | 99.52% |
13/11/2024 | 0.53% | 2.33 CHF | 2.34 CHF | 50,000 | 50,000 | 49,554 | 49,383 | 116,802 CHF | 117,017 CHF | 99.32% | 99.32% |
12/11/2024 | 0.59% | 2.37 CHF | 2.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,333 CHF | 117,019 CHF | 100.00% | 100.00% |
11/11/2024 | 0.55% | 2.29 CHF | 2.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,695 CHF | 113,321 CHF | 100.00% | 100.00% |