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% | 99,47 % | 100,26 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 798 CHF | 60 272 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 99,43 % | 100,22 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 711 CHF | 60 185 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 99,55 % | 100,34 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 772 CHF | 60 246 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 99,86 % | 100,65 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 928 CHF | 60 402 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 99,84 % | 100,63 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 872 CHF | 60 346 CHF | 99,68% | 99,68% |
13/11/2024 | 0,79% | 99,72 % | 100,51 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 849 CHF | 60 323 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 100,03 % | 100,82 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 019 CHF | 60 493 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,12 % | 100,91 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 058 CHF | 60 532 CHF | 84,59% | 84,59% |
08/11/2024 | 0,79% | 99,93 % | 100,72 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 959 CHF | 60 433 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 99,98 % | 100,77 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 921 CHF | 60 395 CHF | 100,00% | 100,00% |