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% |