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 | 0,30% | 100,70 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 839 CHF | 505 339 CHF | 100,00% | 100,00% |
16/10/2024 | 0,30% | 100,60 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 132 CHF | 504 632 CHF | 100,00% | 100,00% |
15/10/2024 | 0,30% | 100,40 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 497 CHF | 503 997 CHF | 100,00% | 100,00% |
14/10/2024 | 0,30% | 100,80 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 556 CHF | 505 056 CHF | 100,00% | 100,00% |
11/10/2024 | 0,30% | 100,70 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 293 CHF | 504 793 CHF | 100,00% | 100,00% |
10/10/2024 | 0,30% | 100,90 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 253 CHF | 505 753 CHF | 100,00% | 100,00% |
09/10/2024 | 0,30% | 100,30 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 601 CHF | 503 101 CHF | 99,55% | 99,55% |
08/10/2024 | 0,30% | 100,70 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 280 CHF | 504 780 CHF | 100,00% | 100,00% |
07/10/2024 | 0,30% | 100,10 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 767 CHF | 502 267 CHF | 100,00% | 100,00% |
04/10/2024 | 0,30% | 100,30 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 898 CHF | 503 398 CHF | 100,00% | 100,00% |