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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 257,732 CHF | 86,661 CHF | 20.44% | 97.78% |
19/11/2024 | 0.86% | 1.20 CHF | 1.21 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 259,780 CHF | 87,343 CHF | 96.47% | 96.47% |
18/11/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 276,339 CHF | 92,863 CHF | 12.25% | 97.57% |
15/11/2024 | - | 1.26 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 91.85% |
14/11/2024 | - | 1.54 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.24% |
13/11/2024 | - | 1.54 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.14% |
12/11/2024 | - | 1.33 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.35% |
11/11/2024 | - | 1.35 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.35% |
08/11/2024 | - | 1.41 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.34% |
07/11/2024 | - | 1.47 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.59% |