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 | - | 2.52 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.96% |
19/11/2024 | 0.42% | 2.57 CHF | 2.39 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 532,470 CHF | 178,240 CHF | 26.59% | 94.94% |
18/11/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 526,863 CHF | 176,371 CHF | 98.73% | 98.73% |
15/11/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 525,926 CHF | 176,059 CHF | 99.36% | 99.36% |
14/11/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 547,860 CHF | 183,370 CHF | 98.23% | 98.23% |
13/11/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 537,404 CHF | 179,885 CHF | 96.91% | 96.91% |
12/11/2024 | 0.43% | 2.38 CHF | 2.39 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 523,084 CHF | 175,111 CHF | 97.90% | 97.90% |
11/11/2024 | 0.42% | 2.32 CHF | 2.33 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 531,711 CHF | 177,987 CHF | 98.30% | 98.30% |
08/11/2024 | 0.44% | 2.37 CHF | 2.38 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 513,222 CHF | 171,824 CHF | 95.69% | 95.69% |
07/11/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 503,797 CHF | 168,682 CHF | 98.61% | 98.61% |