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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/10/2024 | 0,75% | 100,40 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 241 CHF | 100 999 CHF | 94,40% | 94,40% |
29/10/2024 | 0,75% | 100,40 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 542 CHF | 101 297 CHF | 96,49% | 96,49% |
28/10/2024 | 0,74% | 100,40 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 918 CHF | 100 664 CHF | 94,24% | 94,24% |
25/10/2024 | 0,75% | 98,95 % | 99,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 313 CHF | 100 061 CHF | 95,16% | 95,16% |
24/10/2024 | 0,75% | 98,65 % | 99,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 574 CHF | 99 317 CHF | 97,80% | 97,80% |
23/10/2024 | 0,75% | 98,50 % | 99,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 597 CHF | 99 342 CHF | 100,00% | 100,00% |
22/10/2024 | 0,75% | 98,75 % | 99,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 717 CHF | 99 462 CHF | 99,55% | 99,55% |
21/10/2024 | 0,75% | 99,25 % | 100,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 395 CHF | 100 141 CHF | 100,00% | 100,00% |
18/10/2024 | 0,75% | 99,70 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 541 CHF | 100 291 CHF | 99,73% | 99,73% |
17/10/2024 | 0,77% | 99,60 % | 100,40 % | 100 000 | 100 000 | 98 088 | 98 088 | 97 451 CHF | 98 195 CHF | 99,25% | 99,25% |