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% | 101,32 % | 102,02 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 035 CHF | 153 085 CHF | 99,80% | 99,80% |
16/10/2024 | 0,69% | 101,23 % | 101,93 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 763 CHF | 152 813 CHF | 100,00% | 100,00% |
15/10/2024 | 0,69% | 101,12 % | 101,82 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 708 CHF | 152 758 CHF | 100,00% | 100,00% |
14/10/2024 | 0,69% | 101,19 % | 101,89 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 647 CHF | 152 697 CHF | 100,00% | 100,00% |
11/10/2024 | 0,69% | 101,09 % | 101,79 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 482 CHF | 152 532 CHF | 100,00% | 100,00% |
10/10/2024 | 0,69% | 100,75 % | 101,45 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 427 CHF | 152 477 CHF | 100,00% | 100,00% |
09/10/2024 | 0,69% | 101,00 % | 101,70 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 315 CHF | 152 365 CHF | 100,00% | 100,00% |
08/10/2024 | 0,69% | 100,66 % | 101,36 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 982 CHF | 152 032 CHF | 100,00% | 100,00% |
07/10/2024 | 0,69% | 100,76 % | 101,46 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 761 CHF | 151 811 CHF | 99,93% | 99,93% |
04/10/2024 | 0,69% | 100,55 % | 101,25 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 660 CHF | 151 710 CHF | 100,00% | 100,00% |