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% | 88,90 % | 89,61 % | 60 000 | 60 000 | 60 000 | 60 000 | 53 247 CHF | 53 669 CHF | 100,00% | 100,00% |
20/11/2024 | 0,79% | 89,12 % | 89,83 % | 60 000 | 60 000 | 60 000 | 60 000 | 53 578 CHF | 54 003 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 89,03 % | 89,74 % | 60 000 | 60 000 | 60 000 | 60 000 | 53 924 CHF | 54 353 CHF | 74,02% | 74,02% |
18/11/2024 | 0,79% | 91,74 % | 92,47 % | 60 000 | 60 000 | 60 000 | 60 000 | 54 957 CHF | 55 395 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 90,81 % | 91,53 % | 60 000 | 60 000 | 60 000 | 60 000 | 54 950 CHF | 55 386 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 92,35 % | 93,08 % | 60 000 | 60 000 | 60 000 | 60 000 | 55 124 CHF | 55 561 CHF | 99,70% | 99,70% |
13/11/2024 | 0,79% | 90,82 % | 91,54 % | 60 000 | 60 000 | 60 000 | 60 000 | 54 624 CHF | 55 056 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 91,23 % | 91,95 % | 60 000 | 60 000 | 60 000 | 60 000 | 55 035 CHF | 55 473 CHF | 97,73% | 97,73% |
11/11/2024 | 0,79% | 92,73 % | 93,47 % | 60 000 | 60 000 | 60 000 | 60 000 | 55 874 CHF | 56 317 CHF | 84,63% | 84,63% |
08/11/2024 | 0,79% | 92,73 % | 93,47 % | 60 000 | 60 000 | 60 000 | 60 000 | 55 551 CHF | 55 991 CHF | 100,00% | 100,00% |