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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | - | 1.51 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.60% |
20/11/2024 | - | 1.19 CHF | - CHF | 5,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.64% |
19/11/2024 | - | 1.30 CHF | - CHF | 5,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 84.11% |
18/11/2024 | - | 1.32 CHF | - CHF | 5,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.32% |
15/11/2024 | - | 0.74 CHF | - CHF | 5,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.01% |
14/11/2024 | - | 0.87 CHF | - CHF | 5,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.39% |
13/11/2024 | - | 1.06 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 94.68% |
12/11/2024 | - | 1.23 CHF | - CHF | 5,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 84.02% |
11/11/2024 | 0.74% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 43,180 | 30,385 | 58,376 CHF | 41,764 CHF | 98.36% | 98.36% |
08/11/2024 | 1.45% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 77,737 | 29,273 | 53,218 CHF | 21,156 CHF | 93.85% | 93.85% |