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% | 100,51 % | 101,31 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 369 CHF | 60 849 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 100,48 % | 101,28 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 306 CHF | 60 786 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 100,62 % | 101,42 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 379 CHF | 60 859 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 100,57 % | 101,37 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 319 CHF | 60 799 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 100,32 % | 101,12 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 166 CHF | 60 644 CHF | 99,68% | 99,68% |
13/11/2024 | 0,79% | 100,10 % | 100,89 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 194 CHF | 60 673 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 100,38 % | 101,18 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 292 CHF | 60 772 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,56 % | 101,36 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 317 CHF | 60 797 CHF | 84,60% | 84,60% |
08/11/2024 | 0,79% | 100,32 % | 101,12 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 175 CHF | 60 654 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 100,24 % | 101,04 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 189 CHF | 60 669 CHF | 100,00% | 100,00% |