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 | 0,80% | 111,05 % | 111,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 277 567 CHF | 279 798 CHF | 99,98% | 99,98% |
29/10/2024 | 0,80% | 112,19 % | 113,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 281 688 CHF | 283 952 CHF | 99,59% | 99,59% |
28/10/2024 | 0,80% | 113,28 % | 114,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 284 917 CHF | 287 207 CHF | 100,00% | 100,00% |
25/10/2024 | 0,80% | 114,04 % | 114,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 284 264 CHF | 286 542 CHF | 100,00% | 100,00% |
24/10/2024 | 0,80% | 114,10 % | 115,02 % | 225 000 | 250 000 | 232 351 | 250 000 | 264 794 CHF | 287 176 CHF | 100,00% | 100,00% |
23/10/2024 | 0,80% | 112,94 % | 113,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 278 339 CHF | 280 577 CHF | 100,00% | 100,00% |
22/10/2024 | 0,80% | 110,81 % | 111,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 275 229 CHF | 277 440 CHF | 99,97% | 99,97% |
21/10/2024 | 0,80% | 111,27 % | 112,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 278 822 CHF | 281 061 CHF | 97,73% | 97,73% |
18/10/2024 | 0,80% | 111,46 % | 112,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 277 397 CHF | 279 622 CHF | 100,00% | 100,00% |
17/10/2024 | 0,80% | 110,65 % | 111,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 274 872 CHF | 277 083 CHF | 100,00% | 100,00% |