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 | 1,00% | 96,17 % | 97,14 % | 125 000 | 125 000 | 125 000 | 125 000 | 120 829 CHF | 122 042 CHF | 99,71% | 99,71% |
19/11/2024 | 1,00% | 96,10 % | 97,07 % | 125 000 | 125 000 | 125 000 | 125 000 | 120 173 CHF | 121 382 CHF | 99,69% | 99,69% |
18/11/2024 | 1,00% | 96,45 % | 97,42 % | 125 000 | 125 000 | 125 000 | 125 000 | 120 649 CHF | 121 861 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 96,00 % | 96,96 % | 125 000 | 120 000 | 125 000 | 123 648 | 120 883 CHF | 120 781 CHF | 99,98% | 99,98% |
14/11/2024 | 1,00% | 97,91 % | 98,89 % | 125 000 | 125 000 | 125 000 | 125 000 | 122 427 CHF | 123 659 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 98,11 % | 99,10 % | 125 000 | 125 000 | 125 000 | 125 000 | 122 606 CHF | 123 838 CHF | 99,90% | 99,90% |
12/11/2024 | 1,00% | 98,87 % | 99,86 % | 125 000 | 125 000 | 125 000 | 125 000 | 126 037 CHF | 127 303 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 101,39 % | 102,41 % | 125 000 | 125 000 | 125 000 | 125 000 | 126 609 CHF | 127 884 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 101,20 % | 102,22 % | 125 000 | 125 000 | 125 000 | 125 000 | 127 760 CHF | 129 045 CHF | 99,99% | 99,99% |
07/11/2024 | 1,00% | 101,98 % | 103,00 % | 125 000 | 125 000 | 125 000 | 125 000 | 126 382 CHF | 127 651 CHF | 99,99% | 99,99% |