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 | 0,48% | 102,90 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 957 CHF | 517 457 CHF | 99,38% | 99,38% |
29/10/2024 | 0,48% | 103,15 % | 103,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 300 CHF | 518 800 CHF | 99,37% | 99,37% |
28/10/2024 | 0,48% | 103,20 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 129 CHF | 517 629 CHF | 95,45% | 95,45% |
25/10/2024 | 0,49% | 102,50 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 720 CHF | 516 220 CHF | 99,33% | 99,33% |
24/10/2024 | 0,49% | 102,50 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 189 CHF | 514 689 CHF | 99,38% | 99,38% |
23/10/2024 | 0,49% | 102,50 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 674 CHF | 515 174 CHF | 99,37% | 99,37% |
22/10/2024 | 0,49% | 102,60 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 883 CHF | 515 383 CHF | 98,35% | 98,35% |
21/10/2024 | 0,48% | 102,90 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 729 CHF | 517 229 CHF | 99,38% | 99,38% |
18/10/2024 | 0,48% | 103,00 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 463 CHF | 516 963 CHF | 99,16% | 99,16% |
17/10/2024 | 0,49% | 102,85 % | 103,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 569 CHF | 516 069 CHF | 99,16% | 99,16% |