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 | 0,46% | 107,47 % | 107,97 % | 500 000 | 500 000 | 500 000 | 500 000 | 537 350 CHF | 539 850 CHF | 100,00% | 100,00% |
29/10/2024 | 0,46% | 107,47 % | 107,97 % | 500 000 | 500 000 | 500 000 | 500 000 | 537 350 CHF | 539 850 CHF | 100,00% | 100,00% |
28/10/2024 | 0,46% | 107,46 % | 107,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 537 300 CHF | 539 800 CHF | 100,00% | 100,00% |
25/10/2024 | 0,46% | 107,46 % | 107,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 537 300 CHF | 539 800 CHF | 100,00% | 100,00% |
24/10/2024 | 0,46% | 107,46 % | 107,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 537 300 CHF | 539 800 CHF | 95,72% | 95,72% |
23/10/2024 | 0,46% | 107,45 % | 107,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 537 250 CHF | 539 750 CHF | 100,00% | 100,00% |
22/10/2024 | 0,46% | 107,44 % | 107,94 % | 500 000 | 500 000 | 500 000 | 500 000 | 537 200 CHF | 539 700 CHF | 95,47% | 95,47% |
21/10/2024 | 0,46% | 107,44 % | 107,94 % | 500 000 | 500 000 | 500 000 | 500 000 | 537 200 CHF | 539 700 CHF | 99,01% | 99,01% |
18/10/2024 | 0,46% | 107,44 % | 107,94 % | 500 000 | 500 000 | 500 000 | 500 000 | 537 200 CHF | 539 700 CHF | 100,00% | 100,00% |
17/10/2024 | 0,46% | 107,43 % | 107,93 % | 500 000 | 500 000 | 500 000 | 500 000 | 537 150 CHF | 539 650 CHF | 99,79% | 99,79% |