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 | - | 0.68 CHF | - CHF | 80,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
22/11/2024 | - | 0.68 CHF | - CHF | 80,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
20/11/2024 | 1.39% | 0.66 CHF | 0.72 CHF | 80,000 | 75,000 | 77,476 | 75,000 | 55,364 CHF | 54,363 CHF | 14.13% | 100.00% |
19/11/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 79,250 | 75,000 | 54,798 CHF | 52,642 CHF | 100.00% | 100.00% |
18/11/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,367 CHF | 56,117 CHF | 100.00% | 100.00% |
15/11/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,662 CHF | 58,412 CHF | 100.00% | 100.00% |
14/11/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,208 CHF | 58,958 CHF | 99.22% | 99.22% |
13/11/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 74,889 | 74,155 | 56,214 CHF | 56,424 CHF | 98.74% | 98.74% |
12/11/2024 | 1.28% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,381 CHF | 59,131 CHF | 100.00% | 100.00% |
11/11/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,012 CHF | 63,762 CHF | 100.00% | 100.00% |