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% | 99,05 % | 99,84 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 363 CHF | 59 834 CHF | 100,00% | 100,00% |
20/11/2024 | 0,79% | 98,95 % | 99,73 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 495 CHF | 59 968 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 98,90 % | 99,68 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 328 CHF | 59 798 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 99,34 % | 100,13 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 386 CHF | 59 858 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 99,62 % | 100,41 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 985 CHF | 60 459 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 100,28 % | 101,08 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 960 CHF | 60 436 CHF | 99,68% | 99,68% |
13/11/2024 | 0,79% | 99,10 % | 99,89 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 382 CHF | 59 853 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 98,71 % | 99,49 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 464 CHF | 59 938 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 99,55 % | 100,34 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 770 CHF | 60 244 CHF | 84,61% | 84,61% |
08/11/2024 | 0,79% | 99,31 % | 100,10 % | 60 000 | 60 000 | 58 699 | 60 000 | 58 155 CHF | 59 924 CHF | 100,00% | 100,00% |