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 | - | 3.66 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 92.38% |
19/11/2024 | - | 3.50 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 88.39% |
18/11/2024 | - | 3.55 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 93.58% |
15/11/2024 | - | 3.76 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.79% |
14/11/2024 | - | 4.14 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.29% |
13/11/2024 | - | 3.54 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.82% |
12/11/2024 | 0.78% | 2.64 CHF | 2.58 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 33,146 CHF | 33,406 CHF | 45.10% | 98.17% |
11/11/2024 | 0.81% | 2.53 CHF | 2.55 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 31,922 CHF | 32,182 CHF | 90.41% | 99.26% |
08/11/2024 | 0.85% | 2.33 CHF | 2.35 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 30,293 CHF | 30,553 CHF | 99.26% | 99.26% |
07/11/2024 | 0.89% | 2.30 CHF | 2.32 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 29,114 CHF | 29,374 CHF | 99.29% | 99.29% |