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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,79% | 97,64 % | 98,41 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 533 CHF | 58 995 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 97,40 % | 98,17 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 511 CHF | 58 973 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 97,96 % | 98,74 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 739 CHF | 59 207 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 97,67 % | 98,44 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 588 CHF | 59 053 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 97,62 % | 98,39 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 305 CHF | 58 766 CHF | 99,70% | 99,70% |
13/11/2024 | 0,79% | 96,64 % | 97,41 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 888 CHF | 58 347 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 95,93 % | 96,69 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 765 CHF | 58 223 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 97,40 % | 98,17 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 306 CHF | 58 768 CHF | 84,65% | 84,65% |
08/11/2024 | 0,79% | 97,51 % | 98,28 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 648 CHF | 59 112 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 98,83 % | 99,61 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 235 CHF | 59 703 CHF | 100,00% | 100,00% |