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 | 0.79% | 100.72 % | 101.52 % | 500'000 | 500'000 | 499'923 | 500'000 | 503'467 CHF | 507'545 CHF | 100.00% | 100.00% |
11.10.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'876 CHF | 506'876 CHF | 100.00% | 100.00% |
10.10.2024 | 0.79% | 100.49 % | 101.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'321 CHF | 506'321 CHF | 100.00% | 100.00% |
09.10.2024 | 0.79% | 100.53 % | 101.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'668 CHF | 506'668 CHF | 100.00% | 100.00% |
08.10.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'520 CHF | 506'520 CHF | 100.00% | 100.00% |
07.10.2024 | 0.79% | 100.51 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'554 CHF | 506'554 CHF | 99.92% | 99.92% |
04.10.2024 | 0.79% | 100.56 % | 101.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'001 CHF | 507'001 CHF | 100.00% | 100.00% |
03.10.2024 | 0.79% | 100.66 % | 101.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'426 CHF | 507'426 CHF | 100.00% | 100.00% |
02.10.2024 | 0.79% | 100.67 % | 101.47 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'504 CHF | 507'504 CHF | 100.00% | 100.00% |
01.10.2024 | 0.79% | 100.71 % | 101.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'690 CHF | 507'690 CHF | 100.00% | 100.00% |