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% | 93,90 % | 94,64 % | 60 000 | 60 000 | 59 615 | 60 000 | 55 877 CHF | 56 682 CHF | 100,00% | 100,00% |
20/11/2024 | 0,79% | 94,38 % | 95,13 % | 60 000 | 60 000 | 45 556 | 60 000 | 43 161 CHF | 57 323 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 94,16 % | 94,91 % | 60 000 | 60 000 | 60 000 | 60 000 | 56 630 CHF | 57 079 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 95,88 % | 96,64 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 312 CHF | 57 768 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 94,70 % | 95,45 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 137 CHF | 57 591 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 97,02 % | 97,79 % | 10 000 | 60 000 | 12 659 | 60 000 | 12 199 CHF | 58 357 CHF | 99,71% | 99,71% |
13/11/2024 | 0,79% | 95,25 % | 96,01 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 451 CHF | 57 907 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 96,28 % | 97,04 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 820 CHF | 58 277 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 97,24 % | 98,01 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 423 CHF | 58 885 CHF | 84,67% | 84,67% |
08/11/2024 | 0,79% | 97,36 % | 98,13 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 404 CHF | 58 866 CHF | 100,00% | 100,00% |