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 | 1,50% | 92,86 % | 94,26 % | 60 000 | 60 000 | 60 000 | 60 000 | 55 149 CHF | 55 983 CHF | 89,16% | 89,16% |
16/10/2024 | 1,56% | 91,81 % | 93,20 % | 60 000 | 60 000 | 59 577 | 60 000 | 54 799 CHF | 56 081 CHF | 96,59% | 98,60% |
15/10/2024 | 0,79% | 98,11 % | 98,89 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 478 CHF | 59 949 CHF | 94,88% | 94,88% |
14/10/2024 | 0,79% | 98,80 % | 99,58 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 860 CHF | 59 327 CHF | 100,00% | 100,00% |
11/10/2024 | 0,79% | 97,54 % | 98,31 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 524 CHF | 58 986 CHF | 100,00% | 100,00% |
10/10/2024 | 0,79% | 97,28 % | 98,05 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 482 CHF | 58 945 CHF | 94,27% | 94,27% |
09/10/2024 | 0,79% | 97,11 % | 97,88 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 052 CHF | 58 513 CHF | 100,00% | 100,00% |
08/10/2024 | 0,79% | 96,37 % | 97,13 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 940 CHF | 58 400 CHF | 100,00% | 100,00% |
07/10/2024 | 0,79% | 96,80 % | 97,57 % | 60 000 | 60 000 | 60 000 | 58 439 | 57 973 CHF | 56 916 CHF | 100,00% | 100,00% |
04/10/2024 | 0,79% | 96,72 % | 97,49 % | 60 000 | 60 000 | 60 000 | 56 922 | 57 950 CHF | 55 417 CHF | 100,00% | 100,00% |