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 | - | 2.12 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 90.18% |
22/11/2024 | - | 2.04 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.22% |
20/11/2024 | 0.50% | 2.05 CHF | 2.01 CHF | 25,000 | 25,000 | 31,931 | 31,931 | 63,506 CHF | 63,826 CHF | 0.66% | 99.48% |
19/11/2024 | 0.52% | 1.99 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,371 CHF | 96,871 CHF | 77.49% | 97.84% |
18/11/2024 | 0.50% | 2.05 CHF | 2.05 CHF | 25,000 | 25,000 | 43,777 | 43,777 | 86,587 CHF | 87,026 CHF | 97.16% | 97.83% |
15/11/2024 | - | 2.12 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.16% |
14/11/2024 | - | 2.41 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.48% |
13/11/2024 | - | 2.41 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.07% |
12/11/2024 | - | 2.50 CHF | - CHF | 13,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 92.09% |
11/11/2024 | - | 2.42 CHF | - CHF | 13,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.55% |