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% | 100,47 % | 101,27 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 246 CHF | 60 726 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 100,29 % | 101,09 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 329 CHF | 60 809 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 100,12 % | 100,91 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 275 CHF | 60 755 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 100,44 % | 101,24 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 293 CHF | 60 773 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 100,45 % | 101,25 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 179 CHF | 60 659 CHF | 99,70% | 99,70% |
13/11/2024 | 0,79% | 100,24 % | 101,04 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 201 CHF | 60 681 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 100,38 % | 101,18 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 511 CHF | 60 991 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,92 % | 101,72 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 327 CHF | 60 807 CHF | 84,60% | 84,60% |
08/11/2024 | 0,79% | 100,59 % | 101,39 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 498 CHF | 60 977 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 100,95 % | 101,75 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 976 CHF | 60 451 CHF | 91,49% | 91,49% |