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% | 94,51 % | 95,26 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 111 CHF | 57 564 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 94,90 % | 95,65 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 135 CHF | 57 587 CHF | 77,04% | 77,04% |
18/11/2024 | 0,79% | 95,45 % | 96,21 % | 60 000 | 60 000 | 60 000 | 48 038 | 57 590 CHF | 46 456 CHF | 98,18% | 98,18% |
15/11/2024 | 0,79% | 97,42 % | 98,19 % | 60 000 | 60 000 | 48 023 | 60 000 | 47 172 CHF | 59 384 CHF | 90,15% | 90,15% |
14/11/2024 | 0,79% | 99,45 % | 100,24 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 136 CHF | 59 604 CHF | 97,53% | 97,53% |
13/11/2024 | 0,79% | 95,86 % | 96,62 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 807 CHF | 58 265 CHF | 98,38% | 98,38% |
12/11/2024 | 0,79% | 97,62 % | 98,39 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 371 CHF | 58 833 CHF | 83,10% | 83,10% |
11/11/2024 | 0,79% | 96,42 % | 97,18 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 712 CHF | 58 170 CHF | 84,64% | 84,64% |
08/11/2024 | 0,79% | 93,95 % | 94,70 % | 60 000 | 60 000 | 60 000 | 60 000 | 56 609 CHF | 57 059 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 94,41 % | 95,16 % | 60 000 | 60 000 | 60 000 | 60 000 | 56 136 CHF | 56 582 CHF | 99,52% | 99,52% |