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 | - | 0.55 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.82% |
19/11/2024 | 1.92% | 0.54 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 154,976 CHF | 52,659 CHF | 0.89% | 96.68% |
18/11/2024 | 1.87% | 0.56 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 158,727 CHF | 53,909 CHF | 12.22% | 97.60% |
15/11/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 162,561 CHF | 55,187 CHF | 17.07% | 96.52% |
14/11/2024 | - | 0.61 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.39% |
13/11/2024 | - | 0.64 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.73% |
12/11/2024 | - | 0.68 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.34% |
11/11/2024 | - | 0.69 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.32% |
08/11/2024 | - | 0.72 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.33% |
07/11/2024 | - | 0.70 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.63% |