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 | 0,75% | 95,61 % | 96,33 % | 209 000 | 207 000 | 209 539 | 208 068 | 199 489 CHF | 199 574 CHF | 99,91% | 99,91% |
29/10/2024 | 0,75% | 96,18 % | 96,91 % | 207 000 | 206 000 | 206 370 | 204 939 | 199 441 CHF | 199 555 CHF | 99,98% | 99,98% |
28/10/2024 | 0,75% | 97,07 % | 97,80 % | 206 000 | 204 000 | 205 304 | 203 677 | 199 572 CHF | 199 477 CHF | 100,00% | 100,00% |
25/10/2024 | 0,75% | 97,30 % | 98,03 % | 205 000 | 204 000 | 205 040 | 203 576 | 199 454 CHF | 199 515 CHF | 100,00% | 100,00% |
24/10/2024 | 0,74% | 97,69 % | 98,42 % | 204 000 | 203 000 | 203 556 | 202 244 | 199 388 CHF | 199 580 CHF | 100,00% | 100,00% |
23/10/2024 | 0,74% | 98,03 % | 98,76 % | 204 000 | 202 000 | 203 111 | 201 759 | 199 482 CHF | 199 636 CHF | 99,95% | 99,95% |
22/10/2024 | 0,75% | 98,28 % | 99,01 % | 203 000 | 201 000 | 203 000 | 201 416 | 199 526 CHF | 199 455 CHF | 100,00% | 100,00% |
21/10/2024 | 0,75% | 98,43 % | 99,18 % | 203 000 | 201 000 | 202 965 | 201 370 | 199 570 CHF | 199 494 CHF | 99,99% | 99,99% |
18/10/2024 | 0,74% | 98,48 % | 99,23 % | 203 000 | 201 000 | 203 656 | 201 928 | 199 606 CHF | 199 390 CHF | 99,99% | 99,99% |
17/10/2024 | 0,75% | 98,12 % | 98,85 % | 203 000 | 202 000 | 204 142 | 202 665 | 199 470 CHF | 199 513 CHF | 99,99% | 99,99% |