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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | - | 2.27 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.37% |
22/11/2024 | - | 2.09 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 85.45% |
20/11/2024 | 0.52% | 1.86 CHF | 1.87 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 429,113 CHF | 143,788 CHF | 70.10% | 97.98% |
19/11/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 424,793 CHF | 142,348 CHF | 76.03% | 87.55% |
18/11/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 437,646 CHF | 146,632 CHF | 17.29% | 96.27% |
15/11/2024 | 0.50% | 1.95 CHF | 1.96 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 444,864 CHF | 149,038 CHF | 90.30% | 96.65% |
14/11/2024 | 0.50% | 2.04 CHF | 2.00 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 448,337 CHF | 150,196 CHF | 3.40% | 90.94% |
13/11/2024 | 0.50% | 2.00 CHF | 2.00 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 447,768 CHF | 150,006 CHF | 82.17% | 83.95% |
12/11/2024 | - | 2.08 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.33% |
11/11/2024 | - | 2.15 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.66% |