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 | 0,81% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 468 CHF | 496 468 CHF | 100,00% | 100,00% |
16/10/2024 | 0,81% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 928 CHF | 493 928 CHF | 100,00% | 100,00% |
15/10/2024 | 1,00% | 98,30 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 557 CHF | 501 557 CHF | 100,00% | 100,00% |
14/10/2024 | 1,01% | 98,90 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 145 CHF | 499 145 CHF | 100,00% | 100,00% |
11/10/2024 | 0,81% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 332 CHF | 498 332 CHF | 100,00% | 100,00% |
10/10/2024 | 0,80% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 146 CHF | 499 146 CHF | 100,00% | 100,00% |
09/10/2024 | 1,01% | 98,30 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 592 CHF | 496 592 CHF | 99,66% | 99,66% |
08/10/2024 | 1,01% | 98,30 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 525 CHF | 496 525 CHF | 100,00% | 100,00% |
07/10/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 835 CHF | 494 835 CHF | 100,00% | 100,00% |
04/10/2024 | 0,82% | 97,40 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 361 CHF | 490 361 CHF | 100,00% | 100,00% |