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 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'239 CHF | 101'239 CHF | 95.09% | 95.09% |
11.10.2024 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'264 CHF | 101'264 CHF | 97.45% | 97.45% |
10.10.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'256 CHF | 101'256 CHF | 98.06% | 98.06% |
09.10.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'257 CHF | 101'257 CHF | 98.16% | 98.16% |
08.10.2024 | 1.00% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'051 CHF | 101'058 CHF | 97.09% | 97.09% |
07.10.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'250 CHF | 101'250 CHF | 99.10% | 99.10% |
04.10.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'376 CHF | 101'376 CHF | 98.11% | 98.11% |
03.10.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'179 CHF | 101'179 CHF | 99.35% | 99.35% |
02.10.2024 | 0.99% | 100.50 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'341 CHF | 101'341 CHF | 99.47% | 99.47% |
01.10.2024 | 0.99% | 100.50 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'574 CHF | 101'574 CHF | 94.63% | 94.63% |