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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.10.2024 | 1.01% | 99.65 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'650 CHF | 100'660 CHF | 95.09% | 95.09% |
11.10.2024 | 0.95% | 99.65 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'652 CHF | 100'605 CHF | 97.45% | 97.45% |
10.10.2024 | 1.01% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'693 CHF | 100'700 CHF | 98.07% | 98.07% |
09.10.2024 | 0.95% | 99.75 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'743 CHF | 100'700 CHF | 98.16% | 98.16% |
08.10.2024 | 0.95% | 99.75 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'744 CHF | 100'700 CHF | 97.09% | 97.09% |
07.10.2024 | 0.98% | 99.75 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'742 CHF | 100'724 CHF | 99.10% | 99.10% |
04.10.2024 | 1.00% | 99.75 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'789 CHF | 100'791 CHF | 98.11% | 98.11% |
03.10.2024 | 0.98% | 99.75 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'779 CHF | 100'761 CHF | 99.35% | 99.35% |
02.10.2024 | 1.00% | 99.90 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'808 CHF | 100'809 CHF | 99.47% | 99.47% |
01.10.2024 | 1.01% | 99.75 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'863 CHF | 100'880 CHF | 94.63% | 94.63% |