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% | 92,59 % | 93,32 % | 60 000 | 60 000 | 60 000 | 60 000 | 55 724 CHF | 56 167 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 92,66 % | 93,39 % | 60 000 | 60 000 | 60 000 | 60 000 | 55 784 CHF | 56 227 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 93,55 % | 94,29 % | 60 000 | 60 000 | 60 000 | 60 000 | 55 957 CHF | 56 401 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 92,92 % | 93,66 % | 60 000 | 60 000 | 60 000 | 60 000 | 55 737 CHF | 56 180 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 92,31 % | 93,04 % | 60 000 | 60 000 | 60 000 | 60 000 | 55 208 CHF | 55 646 CHF | 99,67% | 99,67% |
13/11/2024 | 0,79% | 90,20 % | 90,92 % | 60 000 | 60 000 | 60 000 | 60 000 | 53 992 CHF | 54 419 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 89,87 % | 90,58 % | 60 000 | 60 000 | 60 000 | 60 000 | 54 384 CHF | 54 816 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 91,13 % | 91,85 % | 60 000 | 60 000 | 60 000 | 60 000 | 54 881 CHF | 55 317 CHF | 84,61% | 84,61% |
08/11/2024 | 0,79% | 91,05 % | 91,77 % | 60 000 | 60 000 | 60 000 | 60 000 | 55 149 CHF | 55 586 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 92,72 % | 93,46 % | 60 000 | 60 000 | 60 000 | 60 000 | 55 793 CHF | 56 237 CHF | 100,00% | 100,00% |