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 | 1.34% | 1.48 CHF | 1.50 CHF | 17,000 | 17,000 | 16,840 | 16,840 | 25,280 CHF | 25,618 CHF | 100.00% | 100.00% |
19/11/2024 | 1.26% | 1.59 CHF | 1.61 CHF | 15,000 | 15,000 | 14,859 | 14,859 | 23,668 CHF | 23,966 CHF | 100.00% | 100.00% |
18/11/2024 | 1.05% | 1.84 CHF | 1.86 CHF | 15,000 | 15,000 | 14,859 | 14,859 | 28,489 CHF | 28,787 CHF | 100.00% | 100.00% |
15/11/2024 | 1.09% | 1.89 CHF | 1.91 CHF | 16,500 | 16,500 | 16,500 | 16,500 | 30,013 CHF | 30,343 CHF | 71.43% | 71.43% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13/11/2024 | 1.41% | 1.47 CHF | 1.49 CHF | 19,000 | 19,000 | 18,820 | 18,820 | 26,713 CHF | 27,090 CHF | 99.64% | 99.64% |
12/11/2024 | 1.42% | 1.33 CHF | 1.35 CHF | 16,000 | 16,000 | 15,850 | 15,850 | 22,409 CHF | 22,727 CHF | 100.00% | 100.00% |
11/11/2024 | 1.17% | 1.73 CHF | 1.75 CHF | 16,500 | 16,500 | 16,345 | 16,345 | 28,045 CHF | 28,372 CHF | 100.00% | 100.00% |
08/11/2024 | 2.10% | 1.60 CHF | 1.64 CHF | 9,500 | 9,500 | 9,411 | 9,411 | 17,989 CHF | 18,366 CHF | 100.00% | 100.00% |
07/11/2024 | 0.99% | 3.13 CHF | 3.16 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 30,363 CHF | 30,661 CHF | 100.00% | 100.00% |