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 | 0.77% | 129.30 % | 130.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 129'300 CHF | 130'300 CHF | 39.07% | 39.07% |
19.11.2024 | 0.77% | 129.30 % | 130.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 129'300 CHF | 130'300 CHF | 52.77% | 52.77% |
18.11.2024 | 0.77% | 129.30 % | 130.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 129'300 CHF | 130'300 CHF | 88.92% | 88.92% |
15.11.2024 | 0.77% | 129.30 % | 130.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 129'300 CHF | 130'300 CHF | 81.45% | 81.45% |
14.11.2024 | 0.77% | 129.30 % | 130.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 129'300 CHF | 130'300 CHF | 99.44% | 99.44% |
13.11.2024 | 0.77% | 129.30 % | 130.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 129'300 CHF | 130'300 CHF | 97.75% | 97.75% |
12.11.2024 | 0.77% | 129.30 % | 130.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 129'300 CHF | 130'300 CHF | 38.52% | 38.52% |
11.11.2024 | 0.80% | 129.30 % | 130.30 % | 100'000 | 100'000 | 97'213 | 97'213 | 125'688 CHF | 126'676 CHF | 91.77% | 91.77% |
08.11.2024 | 0.77% | 129.30 % | 130.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 129'300 CHF | 130'300 CHF | 53.25% | 53.25% |
07.11.2024 | 0.77% | 129.30 % | 130.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 129'300 CHF | 130'300 CHF | 63.32% | 63.32% |