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% | 101,51 % | 102,32 % | 60 000 | 60 000 | 60 000 | 60 000 | 61 006 CHF | 61 491 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 101,37 % | 102,17 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 922 CHF | 61 404 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 102,07 % | 102,88 % | 60 000 | 60 000 | 59 712 | 60 000 | 60 987 CHF | 61 767 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 102,07 % | 102,88 % | 60 000 | 60 000 | 60 000 | 60 000 | 61 243 CHF | 61 729 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 102,08 % | 102,89 % | 60 000 | 60 000 | 60 000 | 60 000 | 61 257 CHF | 61 743 CHF | 99,70% | 99,70% |
13/11/2024 | 0,79% | 101,15 % | 101,95 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 742 CHF | 61 222 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 101,48 % | 102,28 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 941 CHF | 61 426 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 101,67 % | 102,48 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 988 CHF | 61 474 CHF | 84,64% | 84,64% |
08/11/2024 | 0,79% | 101,32 % | 102,12 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 848 CHF | 61 330 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 101,50 % | 102,30 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 774 CHF | 61 254 CHF | 100,00% | 100,00% |