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 | 0.48% | 93.30 % | 93.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'374 CHF | 471'627 CHF | 99.17% | 99.17% |
29.10.2024 | 0.52% | 94.65 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'182 CHF | 480'678 CHF | 98.79% | 98.79% |
28.10.2024 | 0.52% | 95.60 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'166 CHF | 478'657 CHF | 96.34% | 96.34% |
25.10.2024 | 0.52% | 95.35 % | 95.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'970 CHF | 478'470 CHF | 99.38% | 99.38% |
24.10.2024 | 0.52% | 95.45 % | 95.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'655 CHF | 480'155 CHF | 99.16% | 99.16% |
23.10.2024 | 0.52% | 94.95 % | 95.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'341 CHF | 479'841 CHF | 99.17% | 99.17% |
22.10.2024 | 0.51% | 95.70 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'757 CHF | 478'173 CHF | 97.26% | 97.26% |
21.10.2024 | 0.52% | 95.00 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'698 CHF | 478'198 CHF | 99.16% | 99.16% |
18.10.2024 | 0.52% | 95.20 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'082 CHF | 478'582 CHF | 99.17% | 99.17% |
17.10.2024 | 0.50% | 93.40 % | 93.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'869 CHF | 478'256 CHF | 99.17% | 99.17% |