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% | 85,16 % | 85,84 % | 60 000 | 60 000 | 60 000 | 60 000 | 51 598 CHF | 52 008 CHF | 94,65% | 94,65% |
19/11/2024 | 0,79% | 87,34 % | 88,03 % | 60 000 | 60 000 | 60 000 | 60 000 | 52 921 CHF | 53 341 CHF | 98,14% | 98,14% |
18/11/2024 | 0,79% | 89,49 % | 90,20 % | 60 000 | 60 000 | 60 000 | 60 000 | 53 852 CHF | 54 278 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 89,76 % | 90,47 % | 60 000 | 60 000 | 60 000 | 60 000 | 53 961 CHF | 54 387 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 89,29 % | 90,00 % | 60 000 | 60 000 | 60 000 | 60 000 | 53 103 CHF | 53 524 CHF | 99,72% | 99,72% |
13/11/2024 | 0,79% | 87,82 % | 88,52 % | 60 000 | 60 000 | 60 000 | 60 000 | 53 516 CHF | 53 942 CHF | 96,27% | 96,27% |
12/11/2024 | 0,79% | 90,29 % | 91,01 % | 60 000 | 60 000 | 60 000 | 60 000 | 54 576 CHF | 55 008 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 91,12 % | 91,84 % | 60 000 | 60 000 | 60 000 | 60 000 | 54 336 CHF | 54 767 CHF | 84,61% | 84,61% |
08/11/2024 | 0,79% | 90,51 % | 91,23 % | 60 000 | 60 000 | 60 000 | 60 000 | 54 357 CHF | 54 790 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 92,62 % | 93,35 % | 60 000 | 60 000 | 60 000 | 60 000 | 55 182 CHF | 55 619 CHF | 88,48% | 88,48% |