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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | - | 1.52 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.90% |
22/11/2024 | 0.69% | 1.49 CHF | 1.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 430,958 CHF | 144,653 CHF | 58.63% | 94.45% |
20/11/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 397,274 CHF | 133,425 CHF | 98.06% | 98.06% |
19/11/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 398,100 CHF | 133,700 CHF | 96.70% | 96.70% |
18/11/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 423,514 CHF | 142,171 CHF | 96.24% | 97.67% |
15/11/2024 | 0.73% | 1.42 CHF | 1.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 408,993 CHF | 137,331 CHF | 96.38% | 96.51% |
14/11/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 430,431 CHF | 144,477 CHF | 17.57% | 99.40% |
13/11/2024 | 0.71% | 1.49 CHF | 1.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 423,397 CHF | 142,132 CHF | 73.27% | 99.04% |
12/11/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 433,853 CHF | 145,618 CHF | 20.53% | 99.38% |
11/11/2024 | 0.70% | 1.48 CHF | 1.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 430,142 CHF | 144,381 CHF | 8.50% | 99.36% |