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 | 1,00% | 100,10 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 069 CHF | 101 073 CHF | 99,69% | 99,69% |
16/10/2024 | 0,99% | 99,95 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 914 CHF | 100 912 CHF | 99,66% | 99,66% |
15/10/2024 | 1,00% | 100,00 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 043 CHF | 101 049 CHF | 87,55% | 87,55% |
14/10/2024 | 0,99% | 100,00 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 866 CHF | 100 857 CHF | 95,09% | 95,09% |
11/10/2024 | 0,99% | 99,85 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 591 CHF | 100 586 CHF | 97,45% | 97,45% |
10/10/2024 | 1,00% | 99,40 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 481 CHF | 100 477 CHF | 98,06% | 98,06% |
09/10/2024 | 1,01% | 99,60 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 413 CHF | 100 422 CHF | 98,16% | 98,16% |
08/10/2024 | 1,01% | 99,40 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 322 CHF | 100 327 CHF | 97,06% | 97,06% |
07/10/2024 | 1,00% | 99,30 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 407 CHF | 100 403 CHF | 99,10% | 99,10% |
04/10/2024 | 0,99% | 99,65 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 249 CHF | 100 240 CHF | 98,11% | 98,11% |