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 | - | 0.78 CHF | - CHF | 70,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
20/11/2024 | - | 0.81 CHF | - CHF | 2,500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
19/11/2024 | - | 0.74 CHF | - CHF | 2,500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
18/11/2024 | - | 0.70 CHF | - CHF | 5,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
15/11/2024 | - | 0.35 CHF | - CHF | 5,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.01% |
14/11/2024 | - | 0.55 CHF | - CHF | 5,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.01% |
13/11/2024 | - | 0.72 CHF | - CHF | 5,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.01% |
12/11/2024 | - | 1.10 CHF | - CHF | 2,500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
11/11/2024 | 1.08% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 59,924 | 30,384 | 55,249 CHF | 28,838 CHF | 98.36% | 98.36% |
08/11/2024 | 2.63% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 137,356 | 29,274 | 51,689 CHF | 12,037 CHF | 93.85% | 93.85% |