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% | 101,86 % | 102,67 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 984 CHF | 61 468 CHF | 100,00% | 100,00% |
20/11/2024 | 0,79% | 100,99 % | 101,79 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 748 CHF | 61 228 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 100,79 % | 101,59 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 636 CHF | 61 116 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 101,51 % | 102,32 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 813 CHF | 61 294 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 101,32 % | 102,12 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 746 CHF | 61 226 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 101,38 % | 102,18 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 780 CHF | 61 262 CHF | 99,68% | 99,68% |
13/11/2024 | 0,79% | 100,65 % | 101,45 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 416 CHF | 60 896 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 100,65 % | 101,45 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 511 CHF | 60 991 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,98 % | 101,78 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 627 CHF | 61 107 CHF | 84,66% | 84,66% |
08/11/2024 | 0,79% | 100,90 % | 101,70 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 589 CHF | 61 069 CHF | 100,00% | 100,00% |