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 | - | 4.81 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 79.44% |
19/11/2024 | 0.23% | 4.41 CHF | 4.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 109,715 CHF | 109,965 CHF | 0.29% | 77.23% |
18/11/2024 | 0.21% | 5.10 CHF | 4.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 120,710 CHF | 120,960 CHF | 14.11% | 94.35% |
15/11/2024 | - | 5.50 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.55% |
14/11/2024 | 0.23% | 4.34 CHF | 4.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 108,663 CHF | 108,913 CHF | 4.05% | 93.86% |
13/11/2024 | - | 4.85 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 77.16% |
12/11/2024 | 0.24% | 4.38 CHF | 4.39 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 55,230 CHF | 55,360 CHF | 48.96% | 93.22% |
11/11/2024 | - | 4.92 CHF | - CHF | 13,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.26% |
08/11/2024 | 0.28% | 4.00 CHF | 3.63 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 45,987 CHF | 46,117 CHF | 77.70% | 94.81% |
07/11/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 44,521 CHF | 44,651 CHF | 97.19% | 97.78% |