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% | 99,34 % | 100,13 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 567 CHF | 60 041 CHF | 100,00% | 100,00% |
20/11/2024 | 0,79% | 99,15 % | 99,94 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 578 CHF | 60 052 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 99,11 % | 99,90 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 525 CHF | 59 999 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 99,32 % | 100,11 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 616 CHF | 60 090 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 99,44 % | 100,23 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 669 CHF | 60 143 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 99,50 % | 100,29 % | 30 000 | 60 000 | 40 270 | 60 000 | 40 034 CHF | 60 124 CHF | 99,68% | 99,68% |
13/11/2024 | 0,79% | 99,31 % | 100,10 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 608 CHF | 60 082 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 99,10 % | 99,89 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 468 CHF | 59 942 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 99,17 % | 99,96 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 496 CHF | 59 970 CHF | 84,64% | 84,64% |
08/11/2024 | 0,79% | 100,44 % | 101,24 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 291 CHF | 60 771 CHF | 100,00% | 100,00% |