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 | 0,46% | 109,05 % | 109,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 545 472 CHF | 547 972 CHF | 99,80% | 99,80% |
16/10/2024 | 0,46% | 108,99 % | 109,49 % | 500 000 | 500 000 | 500 000 | 500 000 | 544 790 CHF | 547 290 CHF | 100,00% | 100,00% |
15/10/2024 | 0,46% | 108,95 % | 109,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 544 670 CHF | 547 170 CHF | 100,00% | 100,00% |
14/10/2024 | 0,46% | 109,01 % | 109,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 544 666 CHF | 547 166 CHF | 100,00% | 100,00% |
11/10/2024 | 0,46% | 108,83 % | 109,33 % | 500 000 | 500 000 | 500 000 | 500 000 | 543 658 CHF | 546 158 CHF | 100,00% | 100,00% |
10/10/2024 | 0,46% | 108,52 % | 109,02 % | 500 000 | 500 000 | 500 000 | 500 000 | 543 276 CHF | 545 776 CHF | 100,00% | 100,00% |
09/10/2024 | 0,46% | 108,67 % | 109,17 % | 500 000 | 500 000 | 500 000 | 500 000 | 543 141 CHF | 545 641 CHF | 100,00% | 100,00% |
08/10/2024 | 0,46% | 108,52 % | 109,02 % | 500 000 | 500 000 | 500 000 | 500 000 | 542 302 CHF | 544 802 CHF | 100,00% | 100,00% |
07/10/2024 | 0,46% | 108,57 % | 109,07 % | 500 000 | 500 000 | 500 000 | 500 000 | 541 782 CHF | 544 282 CHF | 99,94% | 99,94% |
04/10/2024 | 0,46% | 108,34 % | 108,84 % | 500 000 | 500 000 | 500 000 | 500 000 | 541 077 CHF | 543 577 CHF | 100,00% | 100,00% |