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 | - | 0.63 CHF | - CHF | 750,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.31% |
19/11/2024 | - | 0.60 CHF | - CHF | 750,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.70% |
18/11/2024 | - | 0.64 CHF | - CHF | 750,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.73% |
15/11/2024 | - | 0.63 CHF | - CHF | 750,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.38% |
14/11/2024 | 2.41% | 0.58 CHF | 0.42 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 308,087 CHF | 105,196 CHF | 0.27% | 92.96% |
13/11/2024 | 2.65% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 279,315 CHF | 95,605 CHF | 99.06% | 99.06% |
12/11/2024 | 2.74% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 270,137 CHF | 92,546 CHF | 99.38% | 99.38% |
11/11/2024 | 2.88% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 256,532 CHF | 88,011 CHF | 99.14% | 99.14% |
08/11/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 245,572 CHF | 84,357 CHF | 98.89% | 98.89% |
07/11/2024 | 2.96% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 249,498 CHF | 85,666 CHF | 97.23% | 97.23% |