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 | 0.47% | 106.68 % | 107.18 % | 1'800'000 | 500'000 | 1'800'000 | 500'000 | 1'920'270 CHF | 535'907 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 106.59 % | 107.09 % | 1'800'000 | 500'000 | 1'800'000 | 500'000 | 1'918'050 CHF | 535'291 CHF | 89.38% | 89.38% |
18.11.2024 | 0.47% | 106.56 % | 107.06 % | 1'800'000 | 500'000 | 1'800'000 | 500'000 | 1'917'570 CHF | 535'159 CHF | 99.68% | 99.68% |
15.11.2024 | 0.47% | 106.27 % | 106.77 % | 1'800'000 | 500'000 | 1'800'000 | 500'000 | 1'917'700 CHF | 535'194 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 106.66 % | 107.16 % | 1'800'000 | 500'000 | 1'800'000 | 500'000 | 1'919'770 CHF | 535'768 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 106.64 % | 107.14 % | 1'800'000 | 500'000 | 1'800'000 | 500'000 | 1'919'190 CHF | 535'608 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 106.62 % | 107.12 % | 1'800'000 | 500'000 | 1'800'000 | 500'000 | 1'919'240 CHF | 535'621 CHF | 98.75% | 98.75% |
11.11.2024 | 0.47% | 106.60 % | 107.10 % | 1'800'000 | 500'000 | 1'800'000 | 500'000 | 1'918'940 CHF | 535'540 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 106.56 % | 107.06 % | 1'800'000 | 500'000 | 1'800'000 | 500'000 | 1'917'940 CHF | 535'261 CHF | 99.84% | 99.84% |
07.11.2024 | 0.47% | 106.52 % | 107.02 % | 1'800'000 | 500'000 | 1'800'000 | 500'000 | 1'917'130 CHF | 535'037 CHF | 100.00% | 100.00% |