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 | 0,78% | 128,00 % | 129,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 128 000 CHF | 129 000 CHF | 98,15% | 98,15% |
19/11/2024 | 0,78% | 128,00 % | 129,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 128 000 CHF | 129 000 CHF | 93,72% | 93,72% |
18/11/2024 | 0,78% | 128,00 % | 129,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 128 000 CHF | 129 000 CHF | 71,28% | 71,28% |
15/11/2024 | 0,78% | 127,90 % | 128,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 127 900 CHF | 128 900 CHF | 88,34% | 88,34% |
14/11/2024 | 0,78% | 127,90 % | 128,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 127 900 CHF | 128 900 CHF | 63,23% | 63,23% |
13/11/2024 | 0,78% | 127,90 % | 128,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 127 900 CHF | 128 900 CHF | 73,63% | 73,63% |
12/11/2024 | 0,78% | 127,90 % | 128,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 127 900 CHF | 128 900 CHF | 51,30% | 51,30% |
11/11/2024 | 0,78% | 127,90 % | 128,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 127 900 CHF | 128 900 CHF | 77,69% | 77,69% |
08/11/2024 | 0,78% | 127,90 % | 128,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 127 900 CHF | 128 900 CHF | 86,92% | 86,92% |
07/11/2024 | 0,78% | 127,90 % | 128,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 127 900 CHF | 128 900 CHF | 99,16% | 99,16% |