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 | 0.64% | 124.60 % | 125.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 624'652 CHF | 628'652 CHF | 97.94% | 97.94% |
19.11.2024 | 0.81% | 123.80 % | 124.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 617'912 CHF | 622'912 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 123.80 % | 124.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 618'552 CHF | 623'552 CHF | 100.00% | 100.00% |
15.11.2024 | 0.64% | 124.20 % | 125.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 623'287 CHF | 627'287 CHF | 100.00% | 100.00% |
14.11.2024 | 0.63% | 126.00 % | 126.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 628'311 CHF | 632'311 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 125.60 % | 126.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 628'967 CHF | 633'967 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 126.10 % | 127.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 633'893 CHF | 638'893 CHF | 100.00% | 100.00% |
11.11.2024 | 0.62% | 128.10 % | 128.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 641'024 CHF | 645'024 CHF | 100.00% | 100.00% |
08.11.2024 | 0.63% | 126.80 % | 127.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 634'647 CHF | 638'647 CHF | 100.00% | 100.00% |
07.11.2024 | 0.78% | 127.10 % | 128.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 636'836 CHF | 641'836 CHF | 99.23% | 99.23% |