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% | 99,35 % | 100,14 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 712 CHF | 60 186 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 99,28 % | 100,07 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 528 CHF | 60 002 CHF | 95,31% | 95,31% |
18/11/2024 | 0,79% | 101,12 % | 101,92 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 596 CHF | 61 076 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 100,99 % | 101,79 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 784 CHF | 61 264 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 101,55 % | 102,36 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 900 CHF | 61 383 CHF | 99,70% | 99,70% |
13/11/2024 | 0,79% | 101,17 % | 101,97 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 750 CHF | 61 230 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 101,41 % | 102,21 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 947 CHF | 61 433 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 101,75 % | 102,56 % | 60 000 | 60 000 | 60 000 | 60 000 | 61 047 CHF | 61 533 CHF | 84,60% | 84,60% |
08/11/2024 | 0,79% | 101,43 % | 102,23 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 870 CHF | 61 351 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 101,59 % | 102,40 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 890 CHF | 61 373 CHF | 100,00% | 100,00% |