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 | 0.93% | 1.14 CHF | 1.15 CHF | 150,000 | 150,000 | 67,514 | 67,514 | 74,030 CHF | 74,706 CHF | 99.90% | 99.90% |
19/11/2024 | 0.91% | 1.07 CHF | 1.08 CHF | 152,000 | 152,000 | 67,626 | 67,626 | 74,144 CHF | 74,822 CHF | 100.00% | 100.00% |
18/11/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 150,000 | 150,000 | 65,034 | 65,034 | 77,609 CHF | 78,261 CHF | 99.63% | 99.63% |
15/11/2024 | 1.04% | 1.15 CHF | 1.16 CHF | 150,000 | 150,000 | 49,861 | 49,861 | 53,256 CHF | 53,756 CHF | 98.89% | 98.89% |
14/11/2024 | 1.53% | 1.04 CHF | 1.05 CHF | 152,000 | 152,000 | 63,597 | 63,597 | 68,649 CHF | 69,309 CHF | 62.31% | 95.12% |
13/11/2024 | - | 0.62 CHF | - CHF | 168,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.78% |
12/11/2024 | - | 0.57 CHF | - CHF | 170,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11/11/2024 | - | 0.56 CHF | - CHF | 170,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |
08/11/2024 | - | 0.51 CHF | - CHF | 174,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07/11/2024 | - | 0.52 CHF | - CHF | 174,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |