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 | 0,69% | 101,29 % | 101,99 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 909 CHF | 152 959 CHF | 99,78% | 99,78% |
16/10/2024 | 0,69% | 101,19 % | 101,89 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 666 CHF | 152 716 CHF | 100,00% | 100,00% |
15/10/2024 | 0,69% | 101,11 % | 101,81 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 779 CHF | 152 829 CHF | 100,00% | 100,00% |
14/10/2024 | 0,69% | 101,22 % | 101,92 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 584 CHF | 152 634 CHF | 100,00% | 100,00% |
11/10/2024 | 0,69% | 100,90 % | 101,60 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 131 CHF | 152 181 CHF | 100,00% | 100,00% |
10/10/2024 | 0,69% | 100,46 % | 101,16 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 942 CHF | 151 992 CHF | 100,00% | 100,00% |
09/10/2024 | 0,69% | 100,73 % | 101,43 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 915 CHF | 151 965 CHF | 100,00% | 100,00% |
08/10/2024 | 0,69% | 100,46 % | 101,16 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 574 CHF | 151 624 CHF | 100,00% | 100,00% |
07/10/2024 | 0,70% | 100,52 % | 101,22 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 470 CHF | 151 520 CHF | 99,94% | 99,94% |
04/10/2024 | 0,70% | 100,36 % | 101,06 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 251 CHF | 151 301 CHF | 100,00% | 100,00% |