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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
20/11/2024 | 4.08% | 2.74 CHF | 2.85 CHF | 20,000 | 7,500 | 20,137 | 7,500 | 54,612 CHF | 21,198 CHF | 100.00% | 100.00% |
19/11/2024 | 3.86% | 3.01 CHF | 3.14 CHF | 20,000 | 5,000 | 20,000 | 5,000 | 66,565 CHF | 17,295 CHF | 84.94% | 84.94% |
18/11/2024 | 3.51% | 3.35 CHF | 3.46 CHF | 20,000 | 7,500 | 20,032 | 7,500 | 66,836 CHF | 25,921 CHF | 99.54% | 99.54% |
15/11/2024 | 2.31% | 3.26 CHF | 3.32 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 25,834 CHF | 26,429 CHF | 77.20% | 77.20% |
14/11/2024 | 3.52% | 1.66 CHF | 1.72 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 16,950 CHF | 17,556 CHF | 99.44% | 99.44% |
13/11/2024 | 3.25% | 1.68 CHF | 1.74 CHF | 10,000 | 10,000 | 9,982 | 9,982 | 18,321 CHF | 18,923 CHF | 98.88% | 98.88% |
12/11/2024 | 4.06% | 1.56 CHF | 1.63 CHF | 40,000 | 10,000 | 35,126 | 10,000 | 57,330 CHF | 17,171 CHF | 88.40% | 88.40% |
11/11/2024 | 4.21% | 1.81 CHF | 1.88 CHF | 30,000 | 10,000 | 31,624 | 10,000 | 54,772 CHF | 18,109 CHF | 98.45% | 98.45% |
08/11/2024 | 3.58% | 2.01 CHF | 2.09 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 63,825 CHF | 22,049 CHF | 100.00% | 100.00% |