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% | 88,46 % | 89,13 % | 226 000 | 224 000 | 225 967 | 224 355 | 199 542 CHF | 199 621 CHF | 99,99% | 99,99% |
29/10/2024 | 0,75% | 89,68 % | 90,35 % | 223 000 | 221 000 | 224 049 | 222 396 | 199 538 CHF | 199 556 CHF | 99,93% | 99,93% |
28/10/2024 | 0,74% | 92,42 % | 93,11 % | 216 000 | 214 000 | 215 789 | 214 254 | 199 514 CHF | 199 573 CHF | 99,99% | 99,99% |
25/10/2024 | 0,74% | 92,59 % | 93,28 % | 216 000 | 214 000 | 215 214 | 213 628 | 199 548 CHF | 199 556 CHF | 99,97% | 99,97% |
24/10/2024 | 0,75% | 92,60 % | 93,29 % | 215 000 | 214 000 | 214 691 | 213 207 | 199 472 CHF | 199 586 CHF | 99,98% | 99,98% |
23/10/2024 | 0,75% | 91,89 % | 92,58 % | 217 000 | 216 000 | 217 343 | 215 666 | 199 554 CHF | 199 502 CHF | 99,91% | 99,91% |
22/10/2024 | 0,75% | 91,88 % | 92,57 % | 217 000 | 216 000 | 216 789 | 215 203 | 199 458 CHF | 199 483 CHF | 99,99% | 99,99% |
21/10/2024 | 0,75% | 92,17 % | 92,86 % | 216 000 | 215 000 | 215 501 | 213 694 | 199 648 CHF | 199 454 CHF | 99,99% | 99,99% |
18/10/2024 | 0,76% | 93,38 % | 94,09 % | 214 000 | 212 000 | 213 885 | 212 282 | 199 552 CHF | 199 559 CHF | 99,97% | 99,97% |
17/10/2024 | 0,74% | 92,79 % | 93,48 % | 215 000 | 213 000 | 215 349 | 213 703 | 199 553 CHF | 199 506 CHF | 99,97% | 99,97% |