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% | 101,71 % | 102,52 % | 60 000 | 60 000 | 60 000 | 60 000 | 61 045 CHF | 61 531 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 101,60 % | 102,41 % | 60 000 | 60 000 | 60 000 | 60 000 | 61 024 CHF | 61 510 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 101,59 % | 102,40 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 935 CHF | 61 421 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 101,55 % | 102,36 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 945 CHF | 61 431 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 101,61 % | 102,42 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 931 CHF | 61 417 CHF | 99,69% | 99,69% |
13/11/2024 | 0,79% | 101,62 % | 102,43 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 877 CHF | 61 362 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 101,27 % | 102,07 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 853 CHF | 61 333 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 101,43 % | 102,23 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 924 CHF | 61 409 CHF | 84,62% | 84,62% |
08/11/2024 | 0,79% | 101,52 % | 102,33 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 911 CHF | 61 397 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 101,46 % | 102,26 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 830 CHF | 61 310 CHF | 100,00% | 100,00% |