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 | 0.76% | 1.39 CHF | 1.40 CHF | 150,000 | 150,000 | 67,521 | 67,521 | 90,865 CHF | 91,541 CHF | 99.90% | 99.90% |
19/11/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 152,000 | 152,000 | 67,626 | 67,626 | 90,917 CHF | 91,594 CHF | 100.00% | 100.00% |
18/11/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 150,000 | 150,000 | 65,038 | 65,038 | 93,821 CHF | 94,473 CHF | 99.63% | 99.63% |
15/11/2024 | 0.83% | 1.40 CHF | 1.41 CHF | 150,000 | 150,000 | 49,864 | 49,864 | 65,697 CHF | 66,197 CHF | 98.89% | 98.89% |
14/11/2024 | 1.10% | 1.29 CHF | 1.30 CHF | 152,000 | 152,000 | 70,808 | 70,808 | 94,779 CHF | 95,498 CHF | 54.00% | 95.00% |
13/11/2024 | - | 0.88 CHF | - CHF | 168,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.78% |
12/11/2024 | - | 0.82 CHF | - CHF | 170,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11/11/2024 | - | 0.81 CHF | - CHF | 170,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |
08/11/2024 | - | 0.76 CHF | - CHF | 174,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07/11/2024 | - | 0.77 CHF | - CHF | 174,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |