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% | 101,30 % | 102,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 250 CHF | 255 275 CHF | 100,00% | 100,00% |
29/10/2024 | 0,80% | 101,30 % | 102,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 250 CHF | 255 275 CHF | 99,45% | 99,45% |
28/10/2024 | 0,80% | 101,29 % | 102,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 225 CHF | 255 250 CHF | 100,00% | 100,00% |
25/10/2024 | 0,80% | 101,28 % | 102,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 200 CHF | 255 225 CHF | 100,00% | 100,00% |
24/10/2024 | 0,80% | 101,28 % | 102,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 200 CHF | 255 225 CHF | 100,00% | 100,00% |
23/10/2024 | 0,80% | 101,26 % | 102,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 150 CHF | 255 175 CHF | 100,00% | 100,00% |
22/10/2024 | 0,80% | 101,25 % | 102,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 125 CHF | 255 150 CHF | 100,00% | 100,00% |
21/10/2024 | 0,80% | 101,24 % | 102,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 097 CHF | 255 122 CHF | 97,57% | 97,57% |
18/10/2024 | 0,80% | 101,22 % | 102,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 050 CHF | 255 075 CHF | 100,00% | 100,00% |
17/10/2024 | 0,80% | 101,21 % | 102,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 986 CHF | 255 011 CHF | 100,00% | 100,00% |