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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/10/2024 | - | 2.20 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.60% |
29/10/2024 | - | 2.18 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.44% |
28/10/2024 | - | 2.05 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.97% |
25/10/2024 | - | 2.05 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.60% |
24/10/2024 | 0.49% | 2.06 CHF | 2.06 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 457,412 CHF | 153,220 CHF | 33.67% | 99.60% |
23/10/2024 | - | 2.22 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.57% |
22/10/2024 | - | 2.31 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.02% |
21/10/2024 | - | 2.22 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.57% |
18/10/2024 | - | 2.14 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.58% |
17/10/2024 | 0.47% | 2.25 CHF | 2.14 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 479,766 CHF | 160,672 CHF | 3.03% | 99.56% |