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 | 0.70% | 1.49 CHF | 1.50 CHF | 150,000 | 150,000 | 67,514 | 67,514 | 97,670 CHF | 98,347 CHF | 99.90% | 99.90% |
19/11/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 152,000 | 152,000 | 67,627 | 67,627 | 97,762 CHF | 98,440 CHF | 100.00% | 100.00% |
18/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 150,000 | 150,000 | 65,034 | 65,034 | 100,378 CHF | 101,030 CHF | 99.63% | 99.63% |
15/11/2024 | 0.76% | 1.50 CHF | 1.51 CHF | 150,000 | 150,000 | 49,861 | 49,861 | 70,781 CHF | 71,280 CHF | 98.89% | 98.89% |
14/11/2024 | 1.02% | 1.40 CHF | 1.41 CHF | 152,000 | 152,000 | 70,801 | 70,801 | 101,958 CHF | 102,677 CHF | 54.00% | 95.00% |
13/11/2024 | - | 0.98 CHF | - CHF | 168,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.78% |
12/11/2024 | - | 0.92 CHF | - CHF | 170,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11/11/2024 | - | 0.91 CHF | - CHF | 170,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |
08/11/2024 | - | 0.86 CHF | - CHF | 174,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07/11/2024 | - | 0.87 CHF | - CHF | 174,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |