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 | 0,63% | 126,00 % | 126,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 632 178 CHF | 636 178 CHF | 97,95% | 97,95% |
19/11/2024 | 0,63% | 125,60 % | 126,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 628 465 CHF | 632 465 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 125,80 % | 126,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 626 996 CHF | 631 996 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 124,70 % | 125,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 622 020 CHF | 627 020 CHF | 100,00% | 100,00% |
14/11/2024 | 0,64% | 124,60 % | 125,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 619 277 CHF | 623 277 CHF | 100,00% | 100,00% |
13/11/2024 | 0,64% | 124,00 % | 124,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 619 646 CHF | 623 646 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 123,20 % | 124,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 620 599 CHF | 625 599 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 125,30 % | 126,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 627 130 CHF | 632 130 CHF | 100,00% | 100,00% |
08/11/2024 | 0,64% | 124,10 % | 124,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 621 028 CHF | 625 028 CHF | 100,00% | 100,00% |
07/11/2024 | 0,64% | 124,90 % | 125,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 625 259 CHF | 629 259 CHF | 99,76% | 99,76% |