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% | 100,10 % | 100,89 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 046 CHF | 60 520 CHF | 100,00% | 100,00% |
20/11/2024 | 0,79% | 100,04 % | 100,83 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 038 CHF | 60 512 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 99,96 % | 100,75 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 004 CHF | 60 478 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 100,09 % | 100,88 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 063 CHF | 60 537 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 100,14 % | 100,93 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 090 CHF | 60 564 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 100,14 % | 100,93 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 084 CHF | 60 558 CHF | 99,67% | 99,67% |
13/11/2024 | 0,79% | 100,07 % | 100,86 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 055 CHF | 60 529 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 100,15 % | 100,94 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 091 CHF | 60 565 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,18 % | 100,97 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 124 CHF | 60 599 CHF | 84,64% | 84,64% |
08/11/2024 | 0,79% | 99,84 % | 100,63 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 915 CHF | 60 389 CHF | 100,00% | 100,00% |