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 | - | 1.51 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.96% |
19/11/2024 | - | 1.57 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 94.96% |
18/11/2024 | - | 1.33 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.96% |
15/11/2024 | - | 1.31 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.39% |
14/11/2024 | - | 1.40 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.27% |
13/11/2024 | - | 1.39 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.91% |
12/11/2024 | - | 1.37 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.92% |
11/11/2024 | - | 1.33 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.31% |
08/11/2024 | 0.78% | 1.38 CHF | 1.28 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 285,570 CHF | 95,940 CHF | 1.13% | 95.90% |
07/11/2024 | 0.80% | 1.27 CHF | 1.26 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 279,700 CHF | 93,983 CHF | 84.32% | 98.61% |