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% | 101,71 % | 102,41 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 565 CHF | 153 615 CHF | 99,78% | 99,78% |
16/10/2024 | 0,69% | 101,66 % | 102,36 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 452 CHF | 153 502 CHF | 100,00% | 100,00% |
15/10/2024 | 0,69% | 101,58 % | 102,28 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 332 CHF | 153 382 CHF | 100,00% | 100,00% |
14/10/2024 | 0,69% | 101,58 % | 102,28 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 286 CHF | 153 336 CHF | 100,00% | 100,00% |
11/10/2024 | 0,69% | 101,33 % | 102,03 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 838 CHF | 152 888 CHF | 100,00% | 100,00% |
10/10/2024 | 0,69% | 101,06 % | 101,76 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 727 CHF | 152 777 CHF | 100,00% | 100,00% |
09/10/2024 | 0,69% | 101,10 % | 101,80 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 490 CHF | 152 540 CHF | 100,00% | 100,00% |
08/10/2024 | 0,69% | 100,77 % | 101,47 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 121 CHF | 152 171 CHF | 100,00% | 100,00% |
07/10/2024 | 0,69% | 100,88 % | 101,58 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 053 CHF | 152 103 CHF | 99,95% | 99,95% |
04/10/2024 | 0,69% | 100,59 % | 101,29 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 674 CHF | 151 724 CHF | 100,00% | 100,00% |