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 | 0,75% | 100,50 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 306 CHF | 101 060 CHF | 94,38% | 94,38% |
29/10/2024 | 0,75% | 100,50 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 614 CHF | 101 370 CHF | 95,48% | 95,48% |
28/10/2024 | 0,75% | 100,50 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 959 CHF | 100 713 CHF | 94,10% | 94,10% |
25/10/2024 | 0,75% | 98,90 % | 99,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 179 CHF | 99 924 CHF | 61,03% | 61,03% |
24/10/2024 | 0,75% | 98,60 % | 99,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 539 CHF | 99 282 CHF | 97,28% | 97,28% |
23/10/2024 | 0,75% | 98,45 % | 99,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 553 CHF | 99 297 CHF | 99,86% | 99,86% |
22/10/2024 | 0,75% | 98,75 % | 99,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 684 CHF | 99 428 CHF | 98,70% | 98,70% |
21/10/2024 | 0,75% | 99,30 % | 100,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 425 CHF | 100 171 CHF | 99,58% | 99,58% |
18/10/2024 | 0,76% | 99,75 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 603 CHF | 100 360 CHF | 98,60% | 98,60% |
17/10/2024 | 0,76% | 99,65 % | 100,40 % | 100 000 | 100 000 | 98 458 | 98 458 | 97 841 CHF | 98 583 CHF | 98,50% | 98,50% |