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% | 96,05 % | 96,81 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 928 CHF | 58 389 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 96,10 % | 96,86 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 909 CHF | 58 370 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 96,87 % | 97,64 % | 60 000 | 60 000 | 57 942 | 60 000 | 55 863 CHF | 58 304 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 96,57 % | 97,34 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 067 CHF | 58 529 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 97,00 % | 97,77 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 045 CHF | 58 506 CHF | 99,70% | 99,70% |
13/11/2024 | 0,79% | 95,24 % | 96,00 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 434 CHF | 57 890 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 95,57 % | 96,33 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 534 CHF | 57 990 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 96,40 % | 97,16 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 899 CHF | 58 359 CHF | 84,64% | 84,64% |
08/11/2024 | 0,79% | 96,41 % | 97,17 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 128 CHF | 58 589 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 97,22 % | 97,99 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 504 CHF | 58 968 CHF | 100,00% | 100,00% |