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% | 105,11 % | 105,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 720 CHF | 264 825 CHF | 100,00% | 100,00% |
29/10/2024 | 0,80% | 105,65 % | 106,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 309 CHF | 266 434 CHF | 99,65% | 99,65% |
28/10/2024 | 0,80% | 105,97 % | 106,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 265 068 CHF | 267 193 CHF | 100,00% | 100,00% |
25/10/2024 | 0,80% | 105,88 % | 106,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 501 CHF | 266 626 CHF | 100,00% | 100,00% |
24/10/2024 | 0,80% | 106,08 % | 106,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 265 461 CHF | 267 587 CHF | 99,92% | 99,92% |
23/10/2024 | 0,80% | 105,62 % | 106,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 486 CHF | 265 604 CHF | 100,00% | 100,00% |
22/10/2024 | 0,80% | 105,25 % | 106,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 682 CHF | 264 788 CHF | 100,00% | 100,00% |
21/10/2024 | 0,80% | 105,76 % | 106,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 585 CHF | 266 710 CHF | 97,80% | 97,80% |
18/10/2024 | 0,80% | 105,84 % | 106,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 113 CHF | 266 238 CHF | 100,00% | 100,00% |
17/10/2024 | 0,80% | 105,70 % | 106,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 840 CHF | 265 964 CHF | 100,00% | 100,00% |