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 | 0,20% | 100,90 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 545 CHF | 505 545 CHF | 100,00% | 100,00% |
16/10/2024 | 0,20% | 101,10 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 306 CHF | 506 306 CHF | 100,00% | 100,00% |
15/10/2024 | 0,20% | 101,20 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 988 CHF | 505 988 CHF | 100,00% | 100,00% |
14/10/2024 | 0,40% | 100,70 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 877 CHF | 505 877 CHF | 100,00% | 100,00% |
11/10/2024 | 0,40% | 101,20 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 834 CHF | 506 834 CHF | 100,00% | 100,00% |
10/10/2024 | 0,40% | 100,20 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 265 CHF | 502 265 CHF | 96,69% | 96,69% |
09/10/2024 | 0,20% | 101,10 % | 101,30 % | 500 000 | 500 000 | 499 361 | 499 361 | 502 633 CHF | 503 632 CHF | 100,00% | 100,00% |
08/10/2024 | 0,40% | 100,80 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 058 CHF | 506 058 CHF | 100,00% | 100,00% |
07/10/2024 | 0,20% | 100,60 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 195 CHF | 503 195 CHF | 100,00% | 100,00% |
04/10/2024 | 0,20% | 100,70 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 598 CHF | 503 598 CHF | 100,00% | 100,00% |