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 | - | 1.69 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.63% |
20/11/2024 | - | 1.36 CHF | - CHF | 5,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.65% |
19/11/2024 | - | 1.48 CHF | - CHF | 5,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 84.11% |
18/11/2024 | - | 1.49 CHF | - CHF | 5,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.34% |
15/11/2024 | - | 1.06 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 20.64% |
14/11/2024 | - | 1.04 CHF | - CHF | 5,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.40% |
13/11/2024 | - | 1.23 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.25% |
12/11/2024 | - | 1.40 CHF | - CHF | 5,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 84.03% |
11/11/2024 | 0.66% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 42,154 | 30,384 | 63,766 CHF | 46,535 CHF | 98.37% | 98.37% |
08/11/2024 | 1.22% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 67,616 | 29,270 | 54,976 CHF | 24,973 CHF | 93.84% | 93.84% |