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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/10/2024 | 0,76% | 99,12 % | 99,87 % | 201 000 | 200 000 | 202 182 | 195 289 | 199 425 CHF | 194 090 CHF | 99,98% | 99,98% |
29/10/2024 | 0,75% | 99,66 % | 100,41 % | 200 000 | 199 000 | 200 052 | 198 699 | 199 470 CHF | 199 610 CHF | 99,98% | 99,98% |
28/10/2024 | 0,75% | 99,51 % | 100,26 % | 200 000 | 199 000 | 200 500 | 198 714 | 199 608 CHF | 199 319 CHF | 100,00% | 100,00% |
25/10/2024 | 0,75% | 99,61 % | 100,36 % | 200 000 | 199 000 | 200 855 | 199 486 | 199 482 CHF | 199 618 CHF | 100,00% | 100,00% |
24/10/2024 | 0,75% | 99,31 % | 100,06 % | 201 000 | 199 000 | 201 205 | 199 813 | 199 505 CHF | 199 622 CHF | 99,98% | 99,98% |
23/10/2024 | 0,75% | 98,03 % | 98,76 % | 204 000 | 202 000 | 204 605 | 202 950 | 199 620 CHF | 199 488 CHF | 99,99% | 99,99% |
22/10/2024 | 0,75% | 97,11 % | 97,84 % | 205 000 | 204 000 | 205 597 | 204 045 | 199 487 CHF | 199 471 CHF | 99,98% | 99,98% |
21/10/2024 | 0,75% | 96,34 % | 97,07 % | 207 000 | 206 000 | 206 054 | 204 607 | 199 455 CHF | 199 548 CHF | 99,98% | 99,98% |
18/10/2024 | 0,75% | 95,25 % | 95,96 % | 209 000 | 208 000 | 207 196 | 205 629 | 199 519 CHF | 199 507 CHF | 99,96% | 99,96% |
17/10/2024 | 0,75% | 92,94 % | 93,64 % | 215 000 | 213 000 | 212 519 | 210 938 | 199 520 CHF | 199 531 CHF | 99,98% | 99,98% |