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% | 99,32 % | 100,11 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 540 CHF | 60 014 CHF | 100,00% | 100,00% |
20/11/2024 | 0,79% | 99,10 % | 99,89 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 550 CHF | 60 024 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 99,02 % | 99,81 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 475 CHF | 59 949 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 99,29 % | 100,08 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 598 CHF | 60 072 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 99,42 % | 100,21 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 665 CHF | 60 139 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 99,44 % | 100,23 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 628 CHF | 60 102 CHF | 99,68% | 99,68% |
13/11/2024 | 0,79% | 99,26 % | 100,05 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 579 CHF | 60 053 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 99,07 % | 99,86 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 446 CHF | 59 920 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 99,18 % | 99,97 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 495 CHF | 59 969 CHF | 84,64% | 84,64% |
08/11/2024 | 0,79% | 100,55 % | 101,35 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 327 CHF | 60 807 CHF | 100,00% | 100,00% |