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 | 0,49% | 102,06 % | 102,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 773 CHF | 257 023 CHF | 99,80% | 99,80% |
16/10/2024 | 0,49% | 101,96 % | 102,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 569 CHF | 256 819 CHF | 100,00% | 100,00% |
15/10/2024 | 0,49% | 102,57 % | 103,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 084 CHF | 257 334 CHF | 100,00% | 100,00% |
14/10/2024 | 0,49% | 102,54 % | 103,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 531 CHF | 256 781 CHF | 100,00% | 100,00% |
11/10/2024 | 0,49% | 102,03 % | 102,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 858 CHF | 256 108 CHF | 100,00% | 100,00% |
10/10/2024 | 0,49% | 101,82 % | 102,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 015 CHF | 256 265 CHF | 100,00% | 100,00% |
09/10/2024 | 0,49% | 102,42 % | 102,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 372 CHF | 256 622 CHF | 100,00% | 100,00% |
08/10/2024 | 0,49% | 101,42 % | 101,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 474 CHF | 254 724 CHF | 100,00% | 100,00% |
07/10/2024 | 0,49% | 101,75 % | 102,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 472 CHF | 254 722 CHF | 99,92% | 99,92% |
04/10/2024 | 0,49% | 102,33 % | 102,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 507 CHF | 255 757 CHF | 100,00% | 100,00% |