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 | 0,50% | 100,61 % | 101,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 020 CHF | 505 520 CHF | 99,78% | 99,78% |
16/10/2024 | 0,50% | 100,14 % | 100,64 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 200 CHF | 501 700 CHF | 100,00% | 100,00% |
15/10/2024 | 0,50% | 99,74 % | 100,24 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 678 CHF | 501 178 CHF | 100,00% | 100,00% |
14/10/2024 | 0,50% | 100,01 % | 100,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 196 CHF | 500 696 CHF | 100,00% | 100,00% |
11/10/2024 | 0,50% | 99,29 % | 99,79 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 498 CHF | 496 998 CHF | 100,00% | 100,00% |
10/10/2024 | 0,51% | 98,47 % | 98,97 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 337 CHF | 495 837 CHF | 100,00% | 100,00% |
09/10/2024 | 0,51% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 273 CHF | 494 773 CHF | 100,00% | 100,00% |
08/10/2024 | 0,51% | 97,75 % | 98,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 613 CHF | 491 113 CHF | 100,00% | 100,00% |
07/10/2024 | 0,51% | 98,18 % | 98,68 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 127 CHF | 490 627 CHF | 99,93% | 99,93% |
04/10/2024 | 0,51% | 97,29 % | 97,79 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 700 CHF | 487 200 CHF | 100,00% | 100,00% |