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 | 0,71% | 97,95 % | 98,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 930 CHF | 246 680 CHF | 99,79% | 99,79% |
16/10/2024 | 0,71% | 97,82 % | 98,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 068 CHF | 245 818 CHF | 100,00% | 100,00% |
15/10/2024 | 0,72% | 97,49 % | 98,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 735 CHF | 245 485 CHF | 100,00% | 100,00% |
14/10/2024 | 0,72% | 97,62 % | 98,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 443 CHF | 245 193 CHF | 100,00% | 100,00% |
11/10/2024 | 0,72% | 97,21 % | 97,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 232 CHF | 243 982 CHF | 100,00% | 100,00% |
10/10/2024 | 0,72% | 96,31 % | 97,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 143 CHF | 242 893 CHF | 100,00% | 100,00% |
09/10/2024 | 0,72% | 96,52 % | 97,22 % | 250 000 | 250 000 | 250 000 | 249 999 | 240 820 CHF | 242 569 CHF | 100,00% | 100,00% |
08/10/2024 | 0,73% | 95,87 % | 96,57 % | 250 000 | 250 000 | 250 000 | 249 999 | 239 601 CHF | 241 350 CHF | 100,00% | 100,00% |
07/10/2024 | 0,73% | 96,19 % | 96,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 435 CHF | 241 185 CHF | 99,93% | 99,93% |
04/10/2024 | 0,73% | 95,49 % | 96,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 990 CHF | 239 740 CHF | 100,00% | 100,00% |