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% | 97,55 % | 98,32 % | 70 000 | 70 000 | 70 000 | 70 000 | 68 571 CHF | 69 116 CHF | 100,00% | 100,00% |
20/11/2024 | 0,79% | 98,37 % | 99,15 % | 70 000 | 70 000 | 70 000 | 70 000 | 68 792 CHF | 69 338 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 97,62 % | 98,39 % | 70 000 | 70 000 | 70 000 | 70 000 | 68 242 CHF | 68 782 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 97,70 % | 98,47 % | 70 000 | 70 000 | 70 000 | 70 000 | 68 210 CHF | 68 750 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 97,19 % | 97,96 % | 70 000 | 70 000 | 70 000 | 70 000 | 68 338 CHF | 68 880 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 97,85 % | 98,63 % | 70 000 | 70 000 | 70 000 | 70 000 | 68 406 CHF | 68 948 CHF | 99,70% | 99,70% |
13/11/2024 | 0,79% | 98,08 % | 98,86 % | 70 000 | 70 000 | 70 000 | 70 000 | 68 444 CHF | 68 987 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 97,88 % | 98,66 % | 70 000 | 70 000 | 70 000 | 65 288 | 68 644 CHF | 64 528 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 97,07 % | 97,84 % | 70 000 | 70 000 | 70 000 | 70 000 | 67 965 CHF | 68 503 CHF | 84,66% | 84,66% |
08/11/2024 | 0,79% | 96,19 % | 96,95 % | 70 000 | 70 000 | 70 000 | 70 000 | 67 605 CHF | 68 141 CHF | 100,00% | 100,00% |