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 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'158 CHF | 507'658 CHF | 99.38% | 99.38% |
29.10.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'504 CHF | 508'004 CHF | 99.37% | 99.37% |
28.10.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'374 CHF | 507'874 CHF | 95.44% | 95.44% |
25.10.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'309 CHF | 507'809 CHF | 99.33% | 99.33% |
24.10.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'777 CHF | 508'277 CHF | 99.38% | 99.38% |
23.10.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'956 CHF | 508'456 CHF | 99.37% | 99.37% |
22.10.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'838 CHF | 508'338 CHF | 98.35% | 98.35% |
21.10.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'483 CHF | 508'983 CHF | 99.38% | 99.38% |
18.10.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'562 CHF | 509'062 CHF | 99.16% | 99.16% |
17.10.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'075 CHF | 508'575 CHF | 99.16% | 99.16% |