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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.10.2024 | 0.70% | 99.94 % | 100.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'903 CHF | 251'653 CHF | 95.71% | 95.71% |
23.10.2024 | 0.70% | 99.96 % | 100.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'855 CHF | 251'605 CHF | 100.00% | 100.00% |
22.10.2024 | 0.70% | 99.80 % | 100.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'537 CHF | 251'287 CHF | 95.46% | 95.46% |
21.10.2024 | 0.70% | 99.96 % | 100.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'921 CHF | 251'671 CHF | 99.01% | 99.01% |
18.10.2024 | 0.70% | 99.93 % | 100.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'804 CHF | 251'554 CHF | 100.00% | 100.00% |
17.10.2024 | 0.70% | 99.77 % | 100.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'482 CHF | 251'232 CHF | 99.78% | 99.78% |
16.10.2024 | 0.70% | 99.70 % | 100.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'164 CHF | 250'914 CHF | 100.00% | 100.00% |
15.10.2024 | 0.70% | 99.80 % | 100.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'626 CHF | 251'376 CHF | 100.00% | 100.00% |
14.10.2024 | 0.70% | 99.81 % | 100.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'279 CHF | 251'029 CHF | 100.00% | 100.00% |
11.10.2024 | 0.70% | 99.60 % | 100.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'812 CHF | 250'562 CHF | 100.00% | 100.00% |