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% | 94,92 % | 95,63 % | 210 000 | 209 000 | 211 133 | 209 488 | 199 583 CHF | 199 516 CHF | 99,92% | 99,92% |
29/10/2024 | 0,76% | 95,48 % | 96,19 % | 209 000 | 207 000 | 208 081 | 206 403 | 199 545 CHF | 199 438 CHF | 99,99% | 99,99% |
28/10/2024 | 0,76% | 96,23 % | 96,96 % | 207 000 | 206 000 | 207 189 | 205 573 | 199 518 CHF | 199 463 CHF | 99,99% | 99,99% |
25/10/2024 | 0,76% | 96,28 % | 97,01 % | 207 000 | 206 000 | 207 175 | 205 984 | 199 354 CHF | 199 712 CHF | 99,97% | 99,97% |
24/10/2024 | 0,75% | 96,51 % | 97,24 % | 207 000 | 205 000 | 206 318 | 204 549 | 199 643 CHF | 199 424 CHF | 100,00% | 100,00% |
23/10/2024 | 0,75% | 96,86 % | 97,59 % | 206 000 | 204 000 | 205 841 | 204 024 | 199 636 CHF | 199 364 CHF | 99,99% | 99,99% |
22/10/2024 | 0,75% | 96,96 % | 97,69 % | 206 000 | 204 000 | 205 890 | 204 063 | 199 650 CHF | 199 367 CHF | 100,00% | 100,00% |
21/10/2024 | 0,75% | 97,20 % | 97,93 % | 205 000 | 204 000 | 205 516 | 204 222 | 199 402 CHF | 199 637 CHF | 99,98% | 99,98% |
18/10/2024 | 0,75% | 97,14 % | 97,87 % | 205 000 | 204 000 | 205 972 | 204 705 | 199 374 CHF | 199 643 CHF | 99,97% | 99,97% |
17/10/2024 | 0,75% | 96,85 % | 97,58 % | 206 000 | 204 000 | 206 738 | 205 154 | 199 510 CHF | 199 473 CHF | 99,99% | 99,99% |