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% | 103.20 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'286 CHF | 518'786 CHF | 99.59% | 99.59% |
29.10.2024 | 0.48% | 103.30 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'628 CHF | 519'128 CHF | 100.00% | 100.00% |
28.10.2024 | 0.48% | 103.50 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'101 CHF | 519'601 CHF | 99.56% | 99.56% |
25.10.2024 | 0.48% | 103.40 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'831 CHF | 519'331 CHF | 100.00% | 100.00% |
24.10.2024 | 0.48% | 103.30 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'670 CHF | 519'170 CHF | 100.00% | 100.00% |
23.10.2024 | 0.48% | 103.30 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'971 CHF | 519'471 CHF | 100.00% | 100.00% |
22.10.2024 | 0.48% | 103.40 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'012 CHF | 519'512 CHF | 100.00% | 100.00% |
21.10.2024 | 0.48% | 103.50 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'668 CHF | 520'168 CHF | 100.00% | 100.00% |
18.10.2024 | 0.29% | 103.60 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'082 CHF | 519'582 CHF | 100.00% | 100.00% |
17.10.2024 | 0.48% | 103.70 % | 104.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'282 CHF | 520'782 CHF | 100.00% | 100.00% |