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 | 0,70% | 98,82 % | 99,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 653 CHF | 249 403 CHF | 99,78% | 99,78% |
16/10/2024 | 0,70% | 98,98 % | 99,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 394 CHF | 250 144 CHF | 100,00% | 100,00% |
15/10/2024 | 0,70% | 99,99 % | 100,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 751 CHF | 251 501 CHF | 100,00% | 100,00% |
14/10/2024 | 0,70% | 99,61 % | 100,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 862 CHF | 250 612 CHF | 100,00% | 100,00% |
11/10/2024 | 0,70% | 99,87 % | 100,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 501 CHF | 251 251 CHF | 100,00% | 100,00% |
10/10/2024 | 0,70% | 99,72 % | 100,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 313 CHF | 251 063 CHF | 100,00% | 100,00% |
09/10/2024 | 0,70% | 100,10 % | 100,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 017 CHF | 251 767 CHF | 100,00% | 100,00% |
08/10/2024 | 0,70% | 99,76 % | 100,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 031 CHF | 250 781 CHF | 100,00% | 100,00% |
07/10/2024 | 0,70% | 99,76 % | 100,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 977 CHF | 249 727 CHF | 99,95% | 99,95% |
04/10/2024 | 0,70% | 99,96 % | 100,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 496 CHF | 251 246 CHF | 100,00% | 100,00% |