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% | 102,08 % | 102,89 % | 60 000 | 60 000 | 60 000 | 60 000 | 61 103 CHF | 61 589 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 101,79 % | 102,60 % | 60 000 | 60 000 | 60 000 | 60 000 | 61 087 CHF | 61 573 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 101,76 % | 102,57 % | 60 000 | 60 000 | 60 000 | 60 000 | 61 126 CHF | 61 612 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 102,11 % | 102,92 % | 60 000 | 60 000 | 60 000 | 60 000 | 61 557 CHF | 62 043 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 102,84 % | 103,66 % | 60 000 | 60 000 | 60 000 | 60 000 | 61 350 CHF | 61 837 CHF | 99,70% | 99,70% |
13/11/2024 | 0,79% | 102,02 % | 102,83 % | 60 000 | 60 000 | 60 000 | 60 000 | 61 384 CHF | 61 870 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 102,62 % | 103,43 % | 60 000 | 60 000 | 60 000 | 60 000 | 61 426 CHF | 61 912 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 102,30 % | 103,11 % | 60 000 | 60 000 | 60 000 | 60 000 | 61 462 CHF | 61 948 CHF | 84,58% | 84,58% |
08/11/2024 | 1,17% | 102,42 % | 103,23 % | 60 000 | 60 000 | 60 000 | 60 000 | 61 283 CHF | 62 005 CHF | 99,98% | 99,98% |
07/11/2024 | 3,00% | 101,17 % | 104,25 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 305 CHF | 62 144 CHF | 100,00% | 100,00% |