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 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'750 CHF | 503'250 CHF | 99.17% | 99.17% |
29.10.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'881 CHF | 503'381 CHF | 98.78% | 98.78% |
28.10.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'822 CHF | 503'322 CHF | 96.34% | 96.34% |
25.10.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'984 CHF | 503'484 CHF | 99.36% | 99.36% |
24.10.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'000 CHF | 503'500 CHF | 99.16% | 99.16% |
23.10.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'250 CHF | 503'750 CHF | 99.17% | 99.17% |
22.10.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'250 CHF | 503'750 CHF | 97.26% | 97.26% |
21.10.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'495 CHF | 503'995 CHF | 99.17% | 99.17% |
18.10.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'484 CHF | 503'984 CHF | 99.17% | 99.17% |
17.10.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 504'000 CHF | 99.17% | 99.17% |