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 | 0,80% | 74,56 % | 75,16 % | 60 000 | 60 000 | 60 000 | 60 000 | 44 671 CHF | 45 031 CHF | 96,90% | 96,90% |
19/11/2024 | 0,82% | 73,35 % | 73,95 % | 60 000 | 60 000 | 60 000 | 60 000 | 43 583 CHF | 43 943 CHF | 93,34% | 93,34% |
18/11/2024 | 0,82% | 73,46 % | 74,06 % | 60 000 | 60 000 | 60 000 | 60 000 | 43 670 CHF | 44 030 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 72,62 % | 73,22 % | 60 000 | 60 000 | 60 000 | 60 000 | 44 565 CHF | 44 925 CHF | 80,39% | 80,39% |
14/11/2024 | 0,79% | 75,58 % | 76,18 % | 60 000 | 60 000 | 60 000 | 60 000 | 45 419 CHF | 45 780 CHF | 99,68% | 99,68% |
13/11/2024 | 0,79% | 75,96 % | 76,56 % | 60 000 | 60 000 | 60 000 | 60 000 | 46 066 CHF | 46 431 CHF | 53,35% | 53,35% |
12/11/2024 | 0,79% | 77,13 % | 77,74 % | 60 000 | 60 000 | 60 000 | 59 119 | 46 303 CHF | 45 991 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 78,90 % | 79,53 % | 60 000 | 60 000 | 60 000 | 60 000 | 47 492 CHF | 47 869 CHF | 84,61% | 84,61% |
08/11/2024 | 0,79% | 78,25 % | 78,87 % | 60 000 | 60 000 | 60 000 | 60 000 | 47 311 CHF | 47 687 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 79,29 % | 79,92 % | 60 000 | 60 000 | 60 000 | 60 000 | 48 068 CHF | 48 450 CHF | 93,36% | 93,36% |