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% | 101,05 % | 101,85 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 610 CHF | 61 090 CHF | 100,00% | 100,00% |
20/11/2024 | 0,79% | 100,90 % | 101,70 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 573 CHF | 61 053 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 100,85 % | 101,65 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 471 CHF | 60 951 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 100,86 % | 101,66 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 530 CHF | 61 010 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 100,94 % | 101,74 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 560 CHF | 61 040 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 100,87 % | 101,67 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 501 CHF | 60 981 CHF | 99,70% | 99,70% |
13/11/2024 | 0,79% | 100,67 % | 101,47 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 442 CHF | 60 922 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 100,78 % | 101,58 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 483 CHF | 60 963 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,83 % | 101,63 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 484 CHF | 60 964 CHF | 84,62% | 84,62% |
08/11/2024 | 0,79% | 100,70 % | 101,50 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 460 CHF | 60 940 CHF | 100,00% | 100,00% |