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 | - | 2.57 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 92.80% |
19/11/2024 | - | 2.41 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 94.35% |
18/11/2024 | - | 2.46 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 93.58% |
15/11/2024 | - | 2.67 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.67% |
14/11/2024 | - | 3.05 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.53% |
13/11/2024 | 0.87% | 2.47 CHF | 2.33 CHF | 25,000 | 25,000 | 21,085 | 21,085 | 48,333 CHF | 48,754 CHF | 57.95% | 98.04% |
12/11/2024 | 1.24% | 1.67 CHF | 1.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 40,248 CHF | 40,748 CHF | 98.26% | 98.26% |
11/11/2024 | 1.32% | 1.57 CHF | 1.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,535 CHF | 38,035 CHF | 99.35% | 99.35% |
08/11/2024 | 1.41% | 1.40 CHF | 1.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,128 CHF | 35,628 CHF | 99.40% | 99.40% |
07/11/2024 | 1.49% | 1.39 CHF | 1.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,273 CHF | 33,773 CHF | 99.28% | 99.28% |