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 | 0,85% | 82,12 % | 82,82 % | 150 000 | 150 000 | 150 000 | 150 000 | 123 130 CHF | 124 180 CHF | 100,00% | 100,00% |
29/10/2024 | 0,81% | 84,22 % | 84,92 % | 150 000 | 150 000 | 150 000 | 150 000 | 128 437 CHF | 129 487 CHF | 100,00% | 100,00% |
28/10/2024 | 0,80% | 86,56 % | 87,26 % | 150 000 | 150 000 | 150 000 | 150 000 | 130 227 CHF | 131 277 CHF | 100,00% | 100,00% |
25/10/2024 | 0,80% | 86,85 % | 87,55 % | 150 000 | 150 000 | 150 000 | 150 000 | 130 227 CHF | 131 277 CHF | 100,00% | 100,00% |
24/10/2024 | 0,79% | 87,42 % | 88,12 % | 150 000 | 150 000 | 150 000 | 150 000 | 132 749 CHF | 133 799 CHF | 95,41% | 95,41% |
23/10/2024 | 0,79% | 88,08 % | 88,78 % | 150 000 | 150 000 | 150 000 | 150 000 | 133 079 CHF | 134 129 CHF | 100,00% | 100,00% |
22/10/2024 | 0,78% | 88,58 % | 89,28 % | 150 000 | 150 000 | 150 000 | 150 000 | 133 679 CHF | 134 729 CHF | 95,47% | 95,47% |
21/10/2024 | 0,78% | 90,07 % | 90,77 % | 150 000 | 150 000 | 150 000 | 150 000 | 134 512 CHF | 135 562 CHF | 99,00% | 99,00% |
18/10/2024 | 0,78% | 89,79 % | 90,49 % | 150 000 | 150 000 | 150 000 | 150 000 | 133 803 CHF | 134 853 CHF | 100,00% | 100,00% |
17/10/2024 | 0,79% | 89,44 % | 90,14 % | 150 000 | 150 000 | 149 972 | 150 000 | 132 499 CHF | 133 575 CHF | 99,05% | 99,05% |