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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18/11/2024 | - | 0.22 CHF | - CHF | 95,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | - | 0.21 CHF | - CHF | 95,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14/11/2024 | - | 0.25 CHF | - CHF | 94,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
13/11/2024 | - | 0.23 CHF | - CHF | 95,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/11/2024 | - | 0.27 CHF | - CHF | 93,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11/11/2024 | 2.88% | 0.32 CHF | 0.33 CHF | 92,000 | 92,000 | 91,243 | 91,243 | 31,228 CHF | 32,140 CHF | 100.00% | 100.00% |
08/11/2024 | 3.36% | 0.30 CHF | 0.31 CHF | 92,000 | 92,000 | 92,906 | 92,906 | 27,213 CHF | 28,142 CHF | 100.00% | 100.00% |
07/11/2024 | 3.18% | 0.28 CHF | 0.29 CHF | 93,000 | 93,000 | 92,310 | 92,310 | 28,589 CHF | 29,512 CHF | 100.00% | 100.00% |
06/11/2024 | 3.10% | 0.30 CHF | 0.31 CHF | 93,000 | 93,000 | 92,049 | 92,049 | 29,234 CHF | 30,155 CHF | 100.00% | 100.00% |
05/11/2024 | 3.64% | 0.29 CHF | 0.30 CHF | 93,000 | 93,000 | 93,548 | 93,548 | 25,290 CHF | 26,226 CHF | 99.60% | 99.60% |