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% | 100,31 % | 101,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 834 CHF | 252 859 CHF | 99,98% | 99,98% |
29/10/2024 | 0,80% | 100,54 % | 101,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 103 CHF | 253 128 CHF | 99,55% | 99,55% |
28/10/2024 | 0,80% | 100,35 % | 101,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 913 CHF | 252 938 CHF | 94,70% | 94,70% |
25/10/2024 | 0,80% | 101,59 % | 102,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 975 CHF | 256 025 CHF | 100,00% | 100,00% |
24/10/2024 | 0,80% | 101,59 % | 102,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 975 CHF | 256 025 CHF | 100,00% | 100,00% |
23/10/2024 | 0,80% | 101,58 % | 102,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 950 CHF | 256 000 CHF | 100,00% | 100,00% |
22/10/2024 | 0,80% | 101,56 % | 102,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 899 CHF | 255 949 CHF | 100,00% | 100,00% |
21/10/2024 | 0,80% | 101,49 % | 102,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 759 CHF | 255 809 CHF | 97,57% | 97,57% |
18/10/2024 | 0,80% | 101,37 % | 102,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 522 CHF | 255 549 CHF | 100,00% | 100,00% |
17/10/2024 | 0,80% | 101,40 % | 102,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 314 CHF | 255 339 CHF | 100,00% | 100,00% |