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 | 0.67% | 1.45 CHF | 1.51 CHF | 100,000 | 20,000 | 40,000 | 20,000 | 59,537 CHF | 29,969 CHF | 31.72% | 97.17% |
19/11/2024 | 0.75% | 1.39 CHF | 1.40 CHF | 100,000 | 100,000 | 54,986 | 39,981 | 73,738 CHF | 54,169 CHF | 86.71% | 86.71% |
18/11/2024 | 0.72% | 1.45 CHF | 1.46 CHF | 100,000 | 100,000 | 53,074 | 37,432 | 73,486 CHF | 52,153 CHF | 99.39% | 99.39% |
15/11/2024 | - | 1.52 CHF | - CHF | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.58% |
14/11/2024 | - | 1.81 CHF | - CHF | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.08% |
13/11/2024 | - | 1.81 CHF | - CHF | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.66% |
12/11/2024 | - | 1.90 CHF | - CHF | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.65% |
11/11/2024 | - | 1.82 CHF | - CHF | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.81% |
08/11/2024 | - | 1.92 CHF | - CHF | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.37% |
07/11/2024 | 0.60% | 1.97 CHF | 1.83 CHF | 100,000 | 100,000 | 34,918 | 20,000 | 58,361 CHF | 33,693 CHF | 77.96% | 97.09% |