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 | 0,69% | 101,26 % | 101,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 062 CHF | 254 812 CHF | 99,80% | 99,80% |
16/10/2024 | 0,69% | 100,86 % | 101,56 % | 250 000 | 250 000 | 250 000 | 249 984 | 251 738 CHF | 253 472 CHF | 100,00% | 100,00% |
15/10/2024 | 0,69% | 100,67 % | 101,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 860 CHF | 253 610 CHF | 100,00% | 100,00% |
14/10/2024 | 0,69% | 101,08 % | 101,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 763 CHF | 253 513 CHF | 100,00% | 100,00% |
11/10/2024 | 0,69% | 100,66 % | 101,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 997 CHF | 252 747 CHF | 100,00% | 100,00% |
10/10/2024 | 0,70% | 100,16 % | 100,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 682 CHF | 252 432 CHF | 100,00% | 100,00% |
09/10/2024 | 0,70% | 100,36 % | 101,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 527 CHF | 252 277 CHF | 100,00% | 100,00% |
08/10/2024 | 0,70% | 99,91 % | 100,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 771 CHF | 251 521 CHF | 100,00% | 100,00% |
07/10/2024 | 0,70% | 100,23 % | 100,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 751 CHF | 251 501 CHF | 99,94% | 99,94% |
04/10/2024 | 0,70% | 99,83 % | 100,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 259 CHF | 251 009 CHF | 100,00% | 100,00% |