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 | 0,47% | 106,73 % | 107,23 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 650 CHF | 536 150 CHF | 100,00% | 100,00% |
29/10/2024 | 0,47% | 106,73 % | 107,23 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 650 CHF | 536 150 CHF | 100,00% | 100,00% |
28/10/2024 | 0,47% | 106,72 % | 107,22 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 600 CHF | 536 100 CHF | 100,00% | 100,00% |
25/10/2024 | 0,47% | 106,72 % | 107,22 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 600 CHF | 536 100 CHF | 100,00% | 100,00% |
24/10/2024 | 0,47% | 106,72 % | 107,22 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 600 CHF | 536 100 CHF | 95,71% | 95,71% |
23/10/2024 | 0,47% | 106,71 % | 107,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 550 CHF | 536 050 CHF | 100,00% | 100,00% |
22/10/2024 | 0,47% | 106,70 % | 107,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 500 CHF | 536 000 CHF | 95,45% | 95,45% |
21/10/2024 | 0,47% | 106,70 % | 107,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 500 CHF | 536 000 CHF | 99,02% | 99,02% |
18/10/2024 | 0,47% | 106,70 % | 107,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 500 CHF | 536 000 CHF | 100,00% | 100,00% |
17/10/2024 | 0,47% | 106,69 % | 107,19 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 450 CHF | 535 950 CHF | 99,79% | 99,79% |