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% | 82,84 % | 83,50 % | 60 000 | 60 000 | 60 000 | 60 000 | 50 298 CHF | 50 697 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 83,67 % | 84,33 % | 60 000 | 60 000 | 60 000 | 60 000 | 50 094 CHF | 50 492 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 84,50 % | 85,17 % | 60 000 | 60 000 | 60 000 | 60 000 | 50 525 CHF | 50 926 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 85,85 % | 86,53 % | 60 000 | 60 000 | 60 000 | 60 000 | 52 090 CHF | 52 503 CHF | 80,67% | 80,67% |
14/11/2024 | 0,79% | 88,32 % | 89,02 % | 60 000 | 60 000 | 60 000 | 60 000 | 52 940 CHF | 53 359 CHF | 99,71% | 99,71% |
13/11/2024 | 0,79% | 86,93 % | 87,62 % | 60 000 | 60 000 | 60 000 | 60 000 | 52 206 CHF | 52 621 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 88,16 % | 88,86 % | 60 000 | 60 000 | 60 000 | 60 000 | 53 224 CHF | 53 646 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 89,79 % | 90,50 % | 60 000 | 60 000 | 60 000 | 60 000 | 53 929 CHF | 54 355 CHF | 84,60% | 84,60% |
08/11/2024 | 0,79% | 88,72 % | 89,42 % | 60 000 | 60 000 | 60 000 | 60 000 | 53 295 CHF | 53 717 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 90,17 % | 90,89 % | 60 000 | 60 000 | 60 000 | 60 000 | 53 763 CHF | 54 189 CHF | 88,65% | 88,65% |