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% | 99,95 % | 100,74 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 134 CHF | 60 610 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 100,37 % | 101,17 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 162 CHF | 60 639 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 100,52 % | 101,32 % | 60 000 | 60 000 | 58 936 | 60 000 | 59 084 CHF | 60 627 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 99,82 % | 100,61 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 913 CHF | 60 387 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 100,29 % | 101,09 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 986 CHF | 60 461 CHF | 99,70% | 99,70% |
13/11/2024 | 0,79% | 98,98 % | 99,76 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 115 CHF | 59 583 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 98,21 % | 98,99 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 224 CHF | 59 692 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 99,18 % | 99,97 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 647 CHF | 60 121 CHF | 84,64% | 84,64% |
08/11/2024 | 0,79% | 99,19 % | 99,98 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 820 CHF | 60 294 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 99,75 % | 100,54 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 050 CHF | 60 525 CHF | 100,00% | 100,00% |