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 | 2.05% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 216,842 CHF | 73,781 CHF | 17.13% | 97.76% |
19/11/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 216,902 CHF | 73,801 CHF | 17.90% | 96.57% |
18/11/2024 | 1.96% | 0.52 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 227,704 CHF | 77,401 CHF | 17.30% | 98.60% |
15/11/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 234,842 CHF | 79,781 CHF | 5.43% | 98.33% |
14/11/2024 | - | 0.59 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.75% |
13/11/2024 | - | 0.55 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.19% |
12/11/2024 | - | 0.55 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 92.08% |
11/11/2024 | - | 0.53 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.78% |
08/11/2024 | - | 0.57 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 91.41% |
07/11/2024 | - | 0.59 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.25% |