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 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'711 CHF | 500'211 CHF | 99.10% | 99.10% |
31.10.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'643 CHF | 499'143 CHF | 99.38% | 99.38% |
30.10.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'950 CHF | 500'450 CHF | 99.38% | 99.38% |
29.10.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'262 CHF | 501'762 CHF | 99.37% | 99.37% |
28.10.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'678 CHF | 500'178 CHF | 95.45% | 95.45% |
25.10.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'914 CHF | 498'414 CHF | 99.35% | 99.35% |
24.10.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'904 CHF | 496'404 CHF | 99.38% | 99.38% |
23.10.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'386 CHF | 496'886 CHF | 99.38% | 99.38% |
22.10.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'631 CHF | 497'131 CHF | 98.35% | 98.35% |
21.10.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'883 CHF | 499'383 CHF | 99.38% | 99.38% |