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 | 0.66% | 1.49 CHF | 1.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 450,141 CHF | 151,047 CHF | 56.68% | 98.74% |
19/11/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 429,291 CHF | 144,097 CHF | 99.29% | 99.29% |
18/11/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 437,003 CHF | 146,668 CHF | 98.84% | 98.84% |
15/11/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 460,074 CHF | 154,358 CHF | 13.95% | 96.68% |
14/11/2024 | - | 1.67 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.57% |
13/11/2024 | - | 1.67 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.73% |
12/11/2024 | - | 1.71 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.38% |
11/11/2024 | - | 1.67 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.87% |
08/11/2024 | - | 1.71 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.04% |
07/11/2024 | 0.63% | 1.74 CHF | 1.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 475,494 CHF | 159,498 CHF | 59.83% | 98.15% |