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% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'490 CHF | 500'990 CHF | 99.38% | 99.38% |
29.10.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'029 CHF | 501'529 CHF | 99.37% | 99.37% |
28.10.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'742 CHF | 501'242 CHF | 95.44% | 95.44% |
25.10.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'755 CHF | 500'255 CHF | 99.33% | 99.33% |
24.10.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'873 CHF | 500'373 CHF | 99.38% | 99.38% |
23.10.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'052 CHF | 500'552 CHF | 99.38% | 99.38% |
22.10.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'268 CHF | 500'768 CHF | 98.33% | 98.33% |
21.10.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'600 CHF | 502'100 CHF | 99.38% | 99.38% |
18.10.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'617 CHF | 502'117 CHF | 99.17% | 99.17% |
17.10.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'903 CHF | 501'403 CHF | 99.16% | 99.16% |