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 | 1,03% | 96,55 % | 97,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 354 CHF | 97 354 CHF | 99,69% | 99,69% |
16/10/2024 | 1,04% | 96,05 % | 97,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 022 CHF | 97 022 CHF | 99,66% | 99,66% |
15/10/2024 | 1,03% | 96,15 % | 97,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 603 CHF | 97 603 CHF | 87,55% | 87,55% |
14/10/2024 | 1,03% | 96,60 % | 97,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 595 CHF | 97 595 CHF | 95,09% | 95,09% |
11/10/2024 | 1,03% | 96,70 % | 97,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 393 CHF | 97 393 CHF | 97,45% | 97,45% |
10/10/2024 | 1,04% | 95,95 % | 96,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 008 CHF | 97 008 CHF | 98,06% | 98,06% |
09/10/2024 | 1,04% | 95,90 % | 96,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 987 CHF | 96 987 CHF | 98,16% | 98,16% |
08/10/2024 | 1,04% | 95,90 % | 96,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 743 CHF | 96 743 CHF | 97,06% | 97,06% |
07/10/2024 | 1,04% | 95,95 % | 96,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 734 CHF | 96 734 CHF | 99,10% | 99,10% |
04/10/2024 | 1,04% | 95,35 % | 96,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 277 CHF | 96 277 CHF | 98,11% | 98,11% |