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% | 100,95 % | 101,75 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 555 CHF | 61 035 CHF | 100,00% | 100,00% |
20/11/2024 | 0,79% | 100,79 % | 101,59 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 507 CHF | 60 987 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 100,68 % | 101,48 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 407 CHF | 60 887 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 100,73 % | 101,53 % | 60 000 | 60 000 | 60 000 | 33 837 | 60 438 CHF | 34 354 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 100,78 % | 101,58 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 466 CHF | 60 946 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 100,67 % | 101,47 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 402 CHF | 60 882 CHF | 99,69% | 99,69% |
13/11/2024 | 0,79% | 100,58 % | 101,38 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 381 CHF | 60 861 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 100,55 % | 101,35 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 395 CHF | 60 875 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,69 % | 101,49 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 398 CHF | 60 878 CHF | 84,64% | 84,64% |
08/11/2024 | 0,79% | 100,57 % | 101,37 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 390 CHF | 60 870 CHF | 100,00% | 100,00% |