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 | - | 0.51 CHF | - CHF | 750,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.33% |
19/11/2024 | - | 0.48 CHF | - CHF | 750,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.65% |
18/11/2024 | - | 0.53 CHF | - CHF | 750,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.69% |
15/11/2024 | - | 0.52 CHF | - CHF | 750,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.51% |
14/11/2024 | 3.02% | 0.47 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 244,839 CHF | 84,113 CHF | 42.94% | 93.03% |
13/11/2024 | 3.63% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 202,962 CHF | 70,154 CHF | 99.08% | 99.08% |
12/11/2024 | 3.78% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 194,857 CHF | 67,452 CHF | 99.38% | 99.38% |
11/11/2024 | 4.05% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 181,508 CHF | 63,003 CHF | 99.14% | 99.14% |
08/11/2024 | 4.28% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 205,715 CHF | 71,572 CHF | 98.88% | 98.88% |
07/11/2024 | 4.11% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 214,406 CHF | 74,469 CHF | 97.27% | 97.27% |