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% | 93,28 % | 94,02 % | 60 000 | 60 000 | 60 000 | 60 000 | 56 119 CHF | 56 563 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 93,19 % | 93,93 % | 60 000 | 60 000 | 60 000 | 60 000 | 56 300 CHF | 56 745 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 94,69 % | 95,44 % | 60 000 | 60 000 | 60 000 | 60 000 | 56 465 CHF | 56 914 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 93,88 % | 94,62 % | 50 000 | 60 000 | 58 577 | 60 000 | 54 854 CHF | 56 636 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 92,98 % | 93,72 % | 60 000 | 60 000 | 60 000 | 60 000 | 55 550 CHF | 55 990 CHF | 99,67% | 99,67% |
13/11/2024 | 0,79% | 90,27 % | 90,99 % | 60 000 | 60 000 | 55 151 | 60 000 | 49 855 CHF | 54 677 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 90,45 % | 91,17 % | 60 000 | 60 000 | 45 474 | 60 000 | 41 366 CHF | 55 030 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 91,69 % | 92,42 % | 60 000 | 60 000 | 60 000 | 60 000 | 55 098 CHF | 55 536 CHF | 84,63% | 84,63% |
08/11/2024 | 0,79% | 90,10 % | 90,81 % | 60 000 | 60 000 | 59 797 | 60 000 | 54 452 CHF | 55 071 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 92,22 % | 92,95 % | 60 000 | 60 000 | 60 000 | 60 000 | 55 558 CHF | 55 998 CHF | 100,00% | 100,00% |