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 | 0,47% | 106,56 % | 107,06 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 811 CHF | 535 311 CHF | 99,78% | 99,78% |
16/10/2024 | 0,47% | 106,54 % | 107,04 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 694 CHF | 535 194 CHF | 100,00% | 100,00% |
15/10/2024 | 0,47% | 106,54 % | 107,04 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 651 CHF | 535 151 CHF | 100,00% | 100,00% |
14/10/2024 | 0,47% | 106,52 % | 107,02 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 529 CHF | 535 029 CHF | 100,00% | 100,00% |
11/10/2024 | 0,47% | 106,48 % | 106,98 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 337 CHF | 534 837 CHF | 100,00% | 100,00% |
10/10/2024 | 0,47% | 106,43 % | 106,93 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 271 CHF | 534 771 CHF | 100,00% | 100,00% |
09/10/2024 | 0,47% | 106,46 % | 106,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 177 CHF | 534 677 CHF | 100,00% | 100,00% |
08/10/2024 | 0,47% | 106,39 % | 106,89 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 841 CHF | 534 341 CHF | 100,00% | 100,00% |
07/10/2024 | 0,47% | 106,40 % | 106,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 823 CHF | 534 323 CHF | 99,95% | 99,95% |
04/10/2024 | 0,47% | 106,37 % | 106,87 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 666 CHF | 534 166 CHF | 100,00% | 100,00% |