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 | 1,08% | 91,70 % | 92,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 795 CHF | 92 795 CHF | 78,40% | 78,40% |
29/10/2024 | 1,05% | 94,25 % | 95,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 648 CHF | 95 648 CHF | 96,23% | 96,23% |
28/10/2024 | 1,06% | 94,05 % | 95,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 922 CHF | 94 922 CHF | 99,94% | 99,94% |
25/10/2024 | 1,06% | 94,30 % | 95,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 765 CHF | 94 765 CHF | 98,18% | 98,18% |
24/10/2024 | 1,07% | 93,35 % | 94,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 136 CHF | 94 136 CHF | 99,60% | 99,60% |
23/10/2024 | 1,09% | 91,60 % | 92,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 032 CHF | 92 032 CHF | 96,38% | 96,38% |
22/10/2024 | 1,10% | 90,45 % | 91,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 235 CHF | 91 235 CHF | 99,67% | 99,67% |
21/10/2024 | 1,10% | 89,60 % | 90,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 90 254 CHF | 91 254 CHF | 98,16% | 98,16% |
18/10/2024 | 1,11% | 88,45 % | 89,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 89 364 CHF | 90 364 CHF | 95,99% | 95,99% |
17/10/2024 | 1,15% | 85,55 % | 86,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 86 229 CHF | 87 229 CHF | 99,64% | 99,64% |