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 | 1.28% | 0.83 CHF | 0.84 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 15,609 CHF | 15,808 CHF | 100.00% | 100.00% |
19/11/2024 | 1.06% | 0.91 CHF | 0.92 CHF | 20,000 | 20,000 | 19,809 | 19,809 | 18,737 CHF | 18,936 CHF | 98.77% | 98.77% |
18/11/2024 | 1.30% | 0.83 CHF | 0.84 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 15,297 CHF | 15,496 CHF | 100.00% | 100.00% |
15/11/2024 | 1.32% | 0.73 CHF | 0.74 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 15,064 CHF | 15,264 CHF | 71.62% | 71.62% |
14/11/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 15,068 CHF | 15,266 CHF | 100.00% | 100.00% |
13/11/2024 | 1.26% | 0.77 CHF | 0.78 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 15,738 CHF | 15,936 CHF | 99.27% | 99.27% |
12/11/2024 | 1.41% | 0.76 CHF | 0.77 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 14,154 CHF | 14,352 CHF | 100.00% | 100.00% |
11/11/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 20,000 | 20,000 | 19,679 | 19,679 | 11,783 CHF | 11,980 CHF | 100.00% | 100.00% |
08/11/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 12,422 CHF | 12,621 CHF | 100.00% | 100.00% |
07/11/2024 | 1.82% | 0.56 CHF | 0.57 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 10,917 CHF | 11,116 CHF | 100.00% | 100.00% |