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 | - | 1.18 CHF | - CHF | 870,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.32% |
19/11/2024 | - | 1.12 CHF | - CHF | 800,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.67% |
18/11/2024 | - | 1.30 CHF | - CHF | 1,000,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.74% |
15/11/2024 | - | 1.38 CHF | - CHF | 1,000,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.11% |
14/11/2024 | - | 1.35 CHF | - CHF | 1,000,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.92% |
13/11/2024 | - | 1.30 CHF | - CHF | 1,000,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |
12/11/2024 | - | 1.26 CHF | - CHF | 1,000,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.07% |
11/11/2024 | - | 1.27 CHF | - CHF | 1,000,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.59% |
08/11/2024 | - | 1.19 CHF | - CHF | 930,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 93.36% |
07/11/2024 | - | 1.20 CHF | - CHF | 930,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.47% |