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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,79% | 92,65 % | 93,38 % | 60 000 | 60 000 | 60 000 | 60 000 | 55 958 CHF | 56 401 CHF | 100,00% | 100,00% |
22/11/2024 | 0,79% | 92,96 % | 93,70 % | 60 000 | 60 000 | 60 000 | 60 000 | 55 686 CHF | 56 128 CHF | 100,00% | 100,00% |
20/11/2024 | 0,79% | 91,15 % | 91,87 % | 60 000 | 60 000 | 60 000 | 60 000 | 54 868 CHF | 55 302 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 91,23 % | 91,95 % | 60 000 | 60 000 | 60 000 | 60 000 | 54 958 CHF | 55 394 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 92,69 % | 93,43 % | 60 000 | 60 000 | 60 000 | 60 000 | 55 228 CHF | 55 667 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 91,61 % | 92,34 % | 60 000 | 60 000 | 60 000 | 60 000 | 54 982 CHF | 55 419 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 90,72 % | 91,44 % | 60 000 | 60 000 | 60 000 | 60 000 | 54 204 CHF | 54 635 CHF | 99,68% | 99,68% |
13/11/2024 | 0,79% | 88,77 % | 89,47 % | 60 000 | 60 000 | 60 000 | 60 000 | 52 675 CHF | 53 093 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 87,58 % | 88,27 % | 60 000 | 60 000 | 60 000 | 60 000 | 53 089 CHF | 53 509 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 88,87 % | 89,57 % | 60 000 | 60 000 | 60 000 | 60 000 | 53 627 CHF | 54 053 CHF | 84,63% | 84,63% |