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 | 1.00% | 0.96 CHF | 0.97 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 19,964 CHF | 20,162 CHF | 100.00% | 100.00% |
19/11/2024 | 1.18% | 0.88 CHF | 0.89 CHF | 20,000 | 20,000 | 19,809 | 19,809 | 16,873 CHF | 17,071 CHF | 98.76% | 98.76% |
18/11/2024 | 0.98% | 0.97 CHF | 0.98 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 20,363 CHF | 20,561 CHF | 100.00% | 100.00% |
15/11/2024 | 0.95% | 1.08 CHF | 1.09 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 20,988 CHF | 21,188 CHF | 70.18% | 70.18% |
14/11/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 20,680 CHF | 20,879 CHF | 100.00% | 100.00% |
13/11/2024 | 0.99% | 1.04 CHF | 1.05 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 20,038 CHF | 20,236 CHF | 99.26% | 99.26% |
12/11/2024 | 0.92% | 1.05 CHF | 1.06 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 21,662 CHF | 21,860 CHF | 100.00% | 100.00% |
11/11/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 20,000 | 20,000 | 19,650 | 19,650 | 23,767 CHF | 23,964 CHF | 100.00% | 100.00% |
08/11/2024 | 0.85% | 1.20 CHF | 1.21 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 23,477 CHF | 23,676 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 24,992 CHF | 25,191 CHF | 100.00% | 100.00% |