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% |