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% | 98,37 % | 99,15 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 056 CHF | 59 524 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 99,91 % | 100,70 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 002 CHF | 60 476 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 99,98 % | 100,77 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 026 CHF | 60 500 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 100,24 % | 101,03 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 153 CHF | 60 630 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 100,21 % | 101,00 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 102 CHF | 60 576 CHF | 99,69% | 99,69% |
13/11/2024 | 0,79% | 100,01 % | 100,80 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 038 CHF | 60 512 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 100,32 % | 101,12 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 265 CHF | 60 745 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,48 % | 101,28 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 276 CHF | 60 756 CHF | 84,61% | 84,61% |
08/11/2024 | 0,79% | 100,26 % | 101,06 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 159 CHF | 60 636 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 100,27 % | 101,07 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 116 CHF | 60 593 CHF | 100,00% | 100,00% |