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% | 97,44 % | 98,21 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 409 CHF | 58 871 CHF | 100,00% | 100,00% |
20/11/2024 | 0,79% | 97,43 % | 98,20 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 409 CHF | 58 871 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 96,92 % | 97,69 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 318 CHF | 58 780 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 97,90 % | 98,68 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 703 CHF | 59 171 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 97,50 % | 98,27 % | 60 000 | 60 000 | 46 733 | 60 000 | 45 707 CHF | 59 155 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 98,16 % | 98,94 % | 60 000 | 50 000 | 60 000 | 55 382 | 58 728 CHF | 54 623 CHF | 99,68% | 99,68% |
13/11/2024 | 0,79% | 97,49 % | 98,26 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 569 CHF | 59 033 CHF | 98,89% | 100,00% |
12/11/2024 | 0,79% | 97,70 % | 98,47 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 741 CHF | 59 208 CHF | 75,05% | 100,00% |
11/11/2024 | 0,79% | 98,67 % | 99,45 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 253 CHF | 59 721 CHF | 80,42% | 84,64% |
08/11/2024 | 0,79% | 98,55 % | 99,33 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 026 CHF | 59 494 CHF | 100,00% | 100,00% |