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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.10.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'527 CHF | 489'527 CHF | 100.00% | 100.00% |
02.10.2024 | 0.82% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'712 CHF | 490'712 CHF | 99.27% | 99.27% |
01.10.2024 | 0.82% | 97.40 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'546 CHF | 492'546 CHF | 100.00% | 100.00% |
30.09.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'721 CHF | 496'721 CHF | 100.00% | 100.00% |
27.09.2024 | 0.81% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'957 CHF | 497'957 CHF | 100.00% | 100.00% |
26.09.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'183 CHF | 495'183 CHF | 100.00% | 100.00% |
25.09.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'907 CHF | 491'907 CHF | 100.00% | 100.00% |
24.09.2024 | 0.81% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'179 CHF | 493'179 CHF | 100.00% | 100.00% |
23.09.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 499'975 | 486'954 CHF | 490'929 CHF | 100.00% | 100.00% |
20.09.2024 | 0.81% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'102 CHF | 495'102 CHF | 100.00% | 100.00% |