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 | 0,48% | 103,31 % | 103,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 961 CHF | 259 211 CHF | 99,79% | 99,79% |
16/10/2024 | 0,49% | 102,36 % | 102,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 219 CHF | 256 469 CHF | 100,00% | 100,00% |
15/10/2024 | 0,49% | 102,07 % | 102,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 130 CHF | 256 380 CHF | 100,00% | 100,00% |
14/10/2024 | 0,49% | 102,59 % | 103,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 230 CHF | 256 480 CHF | 100,00% | 100,00% |
11/10/2024 | 0,49% | 102,06 % | 102,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 111 CHF | 255 361 CHF | 100,00% | 100,00% |
10/10/2024 | 0,49% | 101,52 % | 102,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 029 CHF | 255 279 CHF | 100,00% | 100,00% |
09/10/2024 | 0,49% | 101,62 % | 102,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 359 CHF | 254 609 CHF | 100,00% | 100,00% |
08/10/2024 | 0,49% | 100,81 % | 101,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 210 CHF | 253 460 CHF | 100,00% | 100,00% |
07/10/2024 | 0,49% | 101,29 % | 101,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 160 CHF | 253 410 CHF | 99,94% | 99,94% |
04/10/2024 | 0,50% | 100,49 % | 100,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 562 CHF | 251 812 CHF | 100,00% | 100,00% |