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% | 100,68 % | 101,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 722 CHF | 253 747 CHF | 100,00% | 100,00% |
29/10/2024 | 0,80% | 100,73 % | 101,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 909 CHF | 253 934 CHF | 96,36% | 96,36% |
28/10/2024 | 0,80% | 100,66 % | 101,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 666 CHF | 253 691 CHF | 100,00% | 100,00% |
25/10/2024 | 0,80% | 100,53 % | 101,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 248 CHF | 253 273 CHF | 100,00% | 100,00% |
24/10/2024 | 0,80% | 100,50 % | 101,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 561 CHF | 253 586 CHF | 100,00% | 100,00% |
23/10/2024 | 0,80% | 100,41 % | 101,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 017 CHF | 253 042 CHF | 100,00% | 100,00% |
22/10/2024 | 0,80% | 100,42 % | 101,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 018 CHF | 253 043 CHF | 100,00% | 100,00% |
21/10/2024 | 0,80% | 100,33 % | 101,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 064 CHF | 253 089 CHF | 97,59% | 97,59% |
18/10/2024 | 0,80% | 100,40 % | 101,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 947 CHF | 252 971 CHF | 100,00% | 100,00% |
17/10/2024 | 0,80% | 100,07 % | 100,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 154 CHF | 252 154 CHF | 100,00% | 100,00% |