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 | 1,44% | 102,40 % | 103,20 % | 500 000 | 500 000 | 148 295 | 148 295 | 151 751 CHF | 153 277 CHF | 100,00% | 100,00% |
16/10/2024 | 1,64% | 101,80 % | 102,80 % | 500 000 | 500 000 | 148 208 | 148 208 | 150 757 CHF | 152 579 CHF | 100,00% | 100,00% |
15/10/2024 | 1,63% | 101,80 % | 102,80 % | 500 000 | 500 000 | 148 331 | 148 331 | 151 300 CHF | 153 126 CHF | 100,00% | 100,00% |
14/10/2024 | 1,43% | 102,30 % | 103,10 % | 500 000 | 500 000 | 148 633 | 148 633 | 152 084 CHF | 153 612 CHF | 99,66% | 99,66% |
11/10/2024 | 1,44% | 102,20 % | 103,00 % | 500 000 | 500 000 | 148 357 | 148 357 | 151 544 CHF | 153 071 CHF | 100,00% | 100,00% |
10/10/2024 | 1,63% | 101,80 % | 102,80 % | 500 000 | 500 000 | 148 227 | 148 227 | 150 995 CHF | 152 817 CHF | 100,00% | 100,00% |
09/10/2024 | 1,64% | 101,50 % | 102,50 % | 500 000 | 500 000 | 148 557 | 148 557 | 150 761 CHF | 152 587 CHF | 99,67% | 99,67% |
08/10/2024 | 1,44% | 101,60 % | 102,40 % | 500 000 | 500 000 | 148 288 | 148 288 | 150 635 CHF | 152 159 CHF | 100,00% | 100,00% |
07/10/2024 | 1,45% | 101,80 % | 102,60 % | 500 000 | 500 000 | 148 266 | 148 266 | 150 806 CHF | 152 331 CHF | 100,00% | 100,00% |
04/10/2024 | 1,66% | 100,60 % | 101,60 % | 500 000 | 500 000 | 148 039 | 148 039 | 148 879 CHF | 150 698 CHF | 100,00% | 100,00% |