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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,79% | 98,80 % | 99,58 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 338 CHF | 59 808 CHF | 100,00% | 100,00% |
20/11/2024 | 0,79% | 98,40 % | 99,18 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 037 CHF | 59 505 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 98,19 % | 98,97 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 775 CHF | 59 242 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 97,42 % | 98,19 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 462 CHF | 58 925 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 98,32 % | 99,10 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 467 CHF | 59 939 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 100,19 % | 100,98 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 111 CHF | 60 585 CHF | 99,70% | 99,70% |
13/11/2024 | 0,79% | 100,20 % | 100,99 % | 60 000 | 60 000 | 60 000 | 59 553 | 60 018 CHF | 60 041 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 100,64 % | 101,44 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 349 CHF | 60 829 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,50 % | 101,30 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 306 CHF | 60 786 CHF | 84,59% | 84,59% |
08/11/2024 | 0,79% | 100,09 % | 100,88 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 005 CHF | 60 479 CHF | 100,00% | 100,00% |