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% | 94,59 % | 95,34 % | 60 000 | 60 000 | 60 000 | 60 000 | 56 735 CHF | 57 185 CHF | 100,00% | 100,00% |
20/11/2024 | 0,79% | 94,63 % | 95,38 % | 60 000 | 60 000 | 60 000 | 60 000 | 56 745 CHF | 57 195 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 94,09 % | 94,84 % | 60 000 | 60 000 | 60 000 | 60 000 | 56 763 CHF | 57 215 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 95,79 % | 96,55 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 428 CHF | 57 884 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 95,17 % | 95,92 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 394 CHF | 57 850 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 96,11 % | 96,87 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 488 CHF | 57 944 CHF | 99,69% | 99,69% |
13/11/2024 | 0,79% | 95,17 % | 95,92 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 206 CHF | 57 660 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 95,56 % | 96,32 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 459 CHF | 57 915 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 96,44 % | 97,20 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 959 CHF | 58 421 CHF | 84,63% | 84,63% |
08/11/2024 | 0,79% | 96,20 % | 96,96 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 665 CHF | 58 121 CHF | 100,00% | 100,00% |