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 |
---|---|---|---|---|---|---|---|---|---|---|---|
01.11.2024 | 0.29% | 103.20 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'941 CHF | 517'441 CHF | 99.76% | 99.76% |
31.10.2024 | 0.29% | 103.00 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'240 CHF | 516'740 CHF | 100.00% | 100.00% |
30.10.2024 | 0.29% | 103.10 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'238 CHF | 517'738 CHF | 99.59% | 99.59% |
29.10.2024 | 0.29% | 103.30 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'807 CHF | 518'307 CHF | 100.00% | 100.00% |
28.10.2024 | 0.29% | 103.50 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'258 CHF | 518'758 CHF | 99.56% | 99.56% |
25.10.2024 | 0.29% | 103.30 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'050 CHF | 517'550 CHF | 100.00% | 100.00% |
24.10.2024 | 0.29% | 103.30 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'418 CHF | 517'918 CHF | 100.00% | 100.00% |
23.10.2024 | 0.29% | 103.40 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'883 CHF | 518'383 CHF | 100.00% | 100.00% |
22.10.2024 | 0.29% | 103.20 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'138 CHF | 517'638 CHF | 100.00% | 100.00% |
21.10.2024 | 0.29% | 103.40 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'123 CHF | 518'623 CHF | 100.00% | 100.00% |