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% | 94,62 % | 95,37 % | 60 000 | 60 000 | 60 000 | 60 000 | 56 751 CHF | 57 201 CHF | 100,00% | 100,00% |
20/11/2024 | 0,79% | 94,75 % | 95,50 % | 60 000 | 60 000 | 60 000 | 60 000 | 56 826 CHF | 57 276 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 94,30 % | 95,05 % | 60 000 | 60 000 | 60 000 | 60 000 | 56 838 CHF | 57 290 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 95,98 % | 96,74 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 531 CHF | 57 987 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 95,37 % | 96,13 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 510 CHF | 57 966 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 96,29 % | 97,05 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 599 CHF | 58 057 CHF | 99,67% | 99,67% |
13/11/2024 | 0,79% | 95,36 % | 96,12 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 312 CHF | 57 768 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 95,63 % | 96,39 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 570 CHF | 58 027 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 96,61 % | 97,38 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 072 CHF | 58 534 CHF | 84,64% | 84,64% |
08/11/2024 | 0,79% | 96,41 % | 97,17 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 787 CHF | 58 244 CHF | 100,00% | 100,00% |