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% | 100,83 % | 101,63 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 553 CHF | 61 033 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 100,71 % | 101,51 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 446 CHF | 60 926 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 100,91 % | 101,71 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 649 CHF | 61 129 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 101,22 % | 102,02 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 798 CHF | 61 279 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 100,96 % | 101,76 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 576 CHF | 61 056 CHF | 99,71% | 99,71% |
13/11/2024 | 0,79% | 100,72 % | 101,52 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 433 CHF | 60 913 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 100,80 % | 101,60 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 687 CHF | 61 167 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 101,31 % | 102,11 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 746 CHF | 61 226 CHF | 84,60% | 84,60% |
08/11/2024 | 0,79% | 101,02 % | 101,82 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 570 CHF | 61 050 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 100,63 % | 101,43 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 320 CHF | 60 800 CHF | 100,00% | 100,00% |