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% | 98,53 % | 99,28 % | 202 000 | 201 000 | 202 463 | 200 872 | 199 509 CHF | 199 445 CHF | 99,95% | 99,95% |
29/10/2024 | 0,75% | 99,03 % | 99,78 % | 201 000 | 200 000 | 201 001 | 199 440 | 199 519 CHF | 199 464 CHF | 99,95% | 99,95% |
28/10/2024 | 0,75% | 99,38 % | 100,13 % | 201 000 | 199 000 | 200 800 | 199 148 | 199 607 CHF | 199 458 CHF | 100,00% | 100,00% |
25/10/2024 | 0,75% | 99,40 % | 100,15 % | 201 000 | 199 000 | 200 965 | 199 000 | 199 755 CHF | 199 294 CHF | 100,00% | 100,00% |
24/10/2024 | 0,75% | 99,66 % | 100,41 % | 200 000 | 199 000 | 200 009 | 198 481 | 199 495 CHF | 199 459 CHF | 99,23% | 99,23% |
23/10/2024 | 0,75% | 99,75 % | 100,50 % | 200 000 | 199 000 | 199 973 | 198 150 | 199 649 CHF | 199 315 CHF | 99,99% | 99,99% |
22/10/2024 | 0,75% | 99,83 % | 100,58 % | 200 000 | 198 000 | 200 000 | 198 204 | 199 619 CHF | 199 313 CHF | 100,00% | 100,00% |
21/10/2024 | 0,75% | 100,00 % | 100,75 % | 200 000 | 198 000 | 199 676 | 198 019 | 199 554 CHF | 199 384 CHF | 99,99% | 99,99% |
18/10/2024 | 0,75% | 100,03 % | 100,78 % | 199 000 | 198 000 | 200 745 | 199 118 | 199 512 CHF | 199 388 CHF | 99,97% | 99,97% |
17/10/2024 | 0,75% | 99,37 % | 100,12 % | 201 000 | 199 000 | 201 062 | 199 707 | 199 463 CHF | 199 612 CHF | 99,97% | 99,97% |