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 | 0,80% | 100,67 % | 101,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 787 CHF | 253 812 CHF | 100,00% | 100,00% |
29/10/2024 | 0,80% | 100,83 % | 101,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 844 CHF | 253 869 CHF | 99,37% | 99,37% |
28/10/2024 | 0,80% | 100,70 % | 101,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 695 CHF | 253 720 CHF | 100,00% | 100,00% |
25/10/2024 | 0,80% | 100,51 % | 101,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 183 CHF | 253 208 CHF | 100,00% | 100,00% |
24/10/2024 | 0,80% | 100,42 % | 101,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 301 CHF | 253 326 CHF | 100,00% | 100,00% |
23/10/2024 | 0,80% | 100,30 % | 101,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 767 CHF | 252 788 CHF | 100,00% | 100,00% |
22/10/2024 | 0,80% | 100,24 % | 101,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 642 CHF | 252 658 CHF | 100,00% | 100,00% |
21/10/2024 | 0,80% | 100,19 % | 100,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 803 CHF | 252 828 CHF | 97,80% | 97,80% |
18/10/2024 | 0,80% | 100,34 % | 101,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 740 CHF | 252 762 CHF | 100,00% | 100,00% |
17/10/2024 | 0,80% | 100,06 % | 100,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 034 CHF | 252 034 CHF | 100,00% | 100,00% |