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 | 0,47% | 105,37 % | 105,87 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 691 CHF | 529 191 CHF | 99,79% | 99,79% |
16/10/2024 | 0,48% | 105,04 % | 105,54 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 289 CHF | 526 789 CHF | 100,00% | 100,00% |
15/10/2024 | 0,48% | 104,81 % | 105,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 131 CHF | 526 631 CHF | 100,00% | 100,00% |
14/10/2024 | 0,48% | 104,98 % | 105,48 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 711 CHF | 526 211 CHF | 100,00% | 100,00% |
11/10/2024 | 0,48% | 104,69 % | 105,19 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 314 CHF | 524 814 CHF | 100,00% | 100,00% |
10/10/2024 | 0,48% | 104,04 % | 104,54 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 704 CHF | 524 204 CHF | 100,00% | 100,00% |
09/10/2024 | 0,48% | 104,35 % | 104,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 556 CHF | 523 056 CHF | 100,00% | 100,00% |
08/10/2024 | 0,48% | 103,53 % | 104,03 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 011 CHF | 520 511 CHF | 100,00% | 100,00% |
07/10/2024 | 0,48% | 103,87 % | 104,37 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 043 CHF | 519 543 CHF | 99,93% | 99,93% |
04/10/2024 | 0,48% | 103,35 % | 103,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 783 CHF | 518 283 CHF | 100,00% | 100,00% |