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% | 91,14 % | 91,86 % | 60 000 | 60 000 | 60 000 | 60 000 | 55 033 CHF | 55 470 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 91,86 % | 92,59 % | 60 000 | 60 000 | 60 000 | 60 000 | 55 116 CHF | 55 554 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 91,60 % | 92,33 % | 60 000 | 60 000 | 60 000 | 60 000 | 54 976 CHF | 55 412 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 91,99 % | 92,72 % | 60 000 | 60 000 | 60 000 | 60 000 | 55 366 CHF | 55 804 CHF | 80,27% | 80,27% |
14/11/2024 | 0,79% | 94,01 % | 94,76 % | 60 000 | 60 000 | 60 000 | 60 000 | 56 209 CHF | 56 655 CHF | 99,67% | 99,67% |
13/11/2024 | 0,79% | 93,20 % | 93,94 % | 60 000 | 60 000 | 60 000 | 60 000 | 56 080 CHF | 56 525 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 94,96 % | 95,71 % | 60 000 | 60 000 | 60 000 | 60 000 | 56 959 CHF | 57 410 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 94,72 % | 95,47 % | 60 000 | 60 000 | 60 000 | 60 000 | 56 746 CHF | 57 196 CHF | 84,65% | 84,65% |
08/11/2024 | 0,79% | 93,97 % | 94,72 % | 60 000 | 60 000 | 60 000 | 60 000 | 56 435 CHF | 56 884 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 93,66 % | 94,40 % | 60 000 | 60 000 | 60 000 | 60 000 | 56 185 CHF | 56 629 CHF | 100,00% | 100,00% |