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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/10/2024 | 0,74% | 101,60 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 552 CHF | 102 309 CHF | 46,21% | 46,21% |
16/10/2024 | 0,75% | 101,70 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 574 CHF | 102 343 CHF | 95,89% | 95,89% |
15/10/2024 | 0,74% | 101,20 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 197 CHF | 101 953 CHF | 97,41% | 97,41% |
14/10/2024 | 0,76% | 101,10 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 998 CHF | 101 768 CHF | 97,05% | 97,05% |
11/10/2024 | 0,75% | 101,20 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 185 CHF | 101 944 CHF | 95,68% | 95,68% |
10/10/2024 | 0,75% | 101,10 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 070 CHF | 101 835 CHF | 87,37% | 87,37% |
09/10/2024 | 0,74% | 101,20 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 152 CHF | 101 908 CHF | 87,35% | 87,35% |
08/10/2024 | 0,75% | 101,00 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 987 CHF | 101 749 CHF | 78,50% | 78,50% |
07/10/2024 | 0,75% | 101,20 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 195 CHF | 101 955 CHF | 98,59% | 98,59% |
04/10/2024 | 0,75% | 101,20 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 221 CHF | 101 981 CHF | 55,46% | 55,46% |