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 | - | 1.16 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 6.49% |
20/11/2024 | - | 0.97 CHF | - CHF | 5,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
19/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
18/11/2024 | - | 0.84 CHF | - CHF | 5,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
15/11/2024 | - | 0.46 CHF | - CHF | 5,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.01% |
14/11/2024 | - | 0.69 CHF | - CHF | 5,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.01% |
13/11/2024 | - | 0.86 CHF | - CHF | 5,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.01% |
12/11/2024 | - | 0.90 CHF | - CHF | 5,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 84.02% |
11/11/2024 | 0.94% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 51,926 | 30,384 | 54,794 CHF | 32,877 CHF | 98.36% | 98.36% |
08/11/2024 | 2.13% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 111,966 | 29,274 | 51,956 CHF | 14,656 CHF | 93.85% | 93.85% |