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% | 106,00 % | 106,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 037 CHF | 532 537 CHF | 99,80% | 99,80% |
16/10/2024 | 0,47% | 105,91 % | 106,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 346 CHF | 531 846 CHF | 100,00% | 100,00% |
15/10/2024 | 0,47% | 105,86 % | 106,36 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 233 CHF | 531 733 CHF | 100,00% | 100,00% |
14/10/2024 | 0,47% | 105,87 % | 106,37 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 002 CHF | 531 502 CHF | 100,00% | 100,00% |
11/10/2024 | 0,47% | 105,71 % | 106,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 985 CHF | 530 485 CHF | 100,00% | 100,00% |
10/10/2024 | 0,47% | 105,46 % | 105,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 840 CHF | 530 340 CHF | 100,00% | 100,00% |
09/10/2024 | 0,47% | 105,63 % | 106,13 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 570 CHF | 530 070 CHF | 100,00% | 100,00% |
08/10/2024 | 0,47% | 105,37 % | 105,87 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 677 CHF | 529 177 CHF | 100,00% | 100,00% |
07/10/2024 | 0,47% | 105,47 % | 105,97 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 260 CHF | 528 760 CHF | 99,92% | 99,92% |
04/10/2024 | 0,47% | 105,26 % | 105,76 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 699 CHF | 528 199 CHF | 100,00% | 100,00% |