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% | 97,63 % | 98,40 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 763 CHF | 59 230 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 98,00 % | 98,78 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 610 CHF | 59 075 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 97,83 % | 98,61 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 778 CHF | 59 246 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 97,12 % | 97,89 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 956 CHF | 59 423 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 99,15 % | 99,94 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 200 CHF | 59 669 CHF | 99,68% | 99,68% |
13/11/2024 | 0,79% | 98,31 % | 99,09 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 018 CHF | 59 486 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 98,49 % | 99,27 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 298 CHF | 59 766 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 99,08 % | 99,87 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 685 CHF | 60 159 CHF | 84,60% | 84,60% |
08/11/2024 | 0,79% | 99,30 % | 100,09 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 599 CHF | 60 073 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 99,55 % | 100,34 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 738 CHF | 60 212 CHF | 100,00% | 100,00% |