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% | 100,87 % | 101,67 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 522 CHF | 61 002 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 100,76 % | 101,56 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 484 CHF | 60 964 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 100,85 % | 101,65 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 478 CHF | 60 958 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 100,77 % | 101,57 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 439 CHF | 60 919 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 100,66 % | 101,46 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 390 CHF | 60 870 CHF | 99,69% | 99,69% |
13/11/2024 | 0,79% | 100,72 % | 101,52 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 397 CHF | 60 877 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 100,66 % | 101,46 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 454 CHF | 60 934 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,81 % | 101,61 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 491 CHF | 60 971 CHF | 84,64% | 84,64% |
08/11/2024 | 0,79% | 100,63 % | 101,43 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 415 CHF | 60 895 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 100,81 % | 101,61 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 497 CHF | 60 977 CHF | 100,00% | 100,00% |