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% | 99,55 % | 100,34 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 669 CHF | 60 143 CHF | 100,00% | 100,00% |
20/11/2024 | 0,79% | 99,36 % | 100,15 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 599 CHF | 60 072 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 99,10 % | 99,89 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 514 CHF | 59 988 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 99,48 % | 100,27 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 694 CHF | 60 168 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 99,34 % | 100,13 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 668 CHF | 60 141 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 99,68 % | 100,47 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 695 CHF | 60 168 CHF | 99,68% | 99,68% |
13/11/2024 | 0,79% | 99,33 % | 100,12 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 569 CHF | 60 041 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 99,41 % | 100,20 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 669 CHF | 60 143 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 99,69 % | 100,48 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 839 CHF | 60 313 CHF | 84,65% | 84,65% |
08/11/2024 | 0,79% | 99,55 % | 100,34 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 604 CHF | 60 076 CHF | 100,00% | 100,00% |