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% | 93,86 % | 94,60 % | 60 000 | 60 000 | 60 000 | 60 000 | 56 137 CHF | 56 582 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 93,18 % | 93,92 % | 60 000 | 60 000 | 60 000 | 60 000 | 55 937 CHF | 56 380 CHF | 98,01% | 98,01% |
18/11/2024 | 0,79% | 92,03 % | 92,76 % | 60 000 | 60 000 | 60 000 | 60 000 | 55 218 CHF | 55 656 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 92,86 % | 93,60 % | 60 000 | 60 000 | 60 000 | 60 000 | 55 778 CHF | 56 222 CHF | 96,63% | 96,63% |
14/11/2024 | 0,79% | 92,91 % | 93,65 % | 60 000 | 60 000 | 60 000 | 60 000 | 55 837 CHF | 56 281 CHF | 99,67% | 99,67% |
13/11/2024 | 0,79% | 92,52 % | 93,25 % | 60 000 | 60 000 | 60 000 | 60 000 | 55 915 CHF | 56 358 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 93,83 % | 94,57 % | 60 000 | 60 000 | 60 000 | 60 000 | 56 054 CHF | 56 499 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 93,06 % | 93,80 % | 60 000 | 60 000 | 60 000 | 60 000 | 54 868 CHF | 55 302 CHF | 81,68% | 81,68% |
08/11/2024 | 0,79% | 91,19 % | 91,91 % | 60 000 | 60 000 | 59 938 | 60 000 | 54 853 CHF | 55 347 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 90,01 % | 90,72 % | 60 000 | 60 000 | 37 878 | 60 000 | 34 906 CHF | 55 844 CHF | 93,03% | 93,03% |