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 | 0.58% | 104.04 % | 104.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'978 CHF | 261'478 CHF | 100.00% | 100.00% |
11.10.2024 | 0.58% | 103.77 % | 104.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'018 CHF | 260'518 CHF | 100.00% | 100.00% |
10.10.2024 | 0.58% | 103.56 % | 104.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'162 CHF | 260'662 CHF | 100.00% | 100.00% |
09.10.2024 | 0.58% | 103.55 % | 104.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'522 CHF | 260'022 CHF | 100.00% | 100.00% |
08.10.2024 | 0.58% | 103.22 % | 103.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'943 CHF | 259'443 CHF | 100.00% | 100.00% |
07.10.2024 | 0.58% | 103.11 % | 103.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'767 CHF | 259'267 CHF | 99.92% | 99.92% |
04.10.2024 | 0.58% | 103.08 % | 103.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'744 CHF | 259'244 CHF | 100.00% | 100.00% |
03.10.2024 | 0.58% | 103.17 % | 103.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'338 CHF | 259'838 CHF | 100.00% | 100.00% |
02.10.2024 | 0.58% | 103.36 % | 103.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'442 CHF | 259'942 CHF | 100.00% | 100.00% |
01.10.2024 | 0.58% | 103.40 % | 104.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'958 CHF | 260'458 CHF | 100.00% | 100.00% |