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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,79% | 102,22 % | 103,03 % | 80 000 | 80 000 | 80 000 | 80 000 | 81 760 CHF | 82 408 CHF | 100,00% | 100,00% |
20/11/2024 | 0,79% | 101,86 % | 102,67 % | 80 000 | 80 000 | 80 000 | 80 000 | 81 497 CHF | 82 145 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 101,66 % | 102,47 % | 80 000 | 80 000 | 80 000 | 80 000 | 81 297 CHF | 81 944 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 101,65 % | 102,46 % | 80 000 | 80 000 | 79 599 | 80 000 | 80 976 CHF | 82 031 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 101,43 % | 102,23 % | 80 000 | 80 000 | 80 000 | 80 000 | 80 946 CHF | 81 586 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 99,49 % | 100,28 % | 80 000 | 80 000 | 80 000 | 80 000 | 79 563 CHF | 80 194 CHF | 99,68% | 99,68% |
13/11/2024 | 0,79% | 97,89 % | 98,67 % | 80 000 | 80 000 | 80 000 | 80 000 | 78 308 CHF | 78 932 CHF | 96,78% | 96,78% |
12/11/2024 | 0,79% | 98,53 % | 99,31 % | 80 000 | 80 000 | 80 000 | 80 000 | 78 833 CHF | 79 457 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 99,31 % | 100,10 % | 80 000 | 80 000 | 80 000 | 80 000 | 79 329 CHF | 79 960 CHF | 84,66% | 84,66% |
08/11/2024 | 0,79% | 99,45 % | 100,24 % | 80 000 | 80 000 | 80 000 | 80 000 | 79 611 CHF | 80 243 CHF | 100,00% | 100,00% |