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 | 0.99% | 100.60 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'500 CHF | 101'500 CHF | 95.09% | 95.09% |
11.10.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'240 CHF | 101'240 CHF | 97.45% | 97.45% |
10.10.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'287 CHF | 101'287 CHF | 98.06% | 98.06% |
09.10.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'140 CHF | 101'140 CHF | 98.16% | 98.16% |
08.10.2024 | 0.99% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'629 CHF | 100'624 CHF | 97.05% | 97.05% |
07.10.2024 | 1.00% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'582 CHF | 100'583 CHF | 99.10% | 99.10% |
04.10.2024 | 1.00% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'442 CHF | 100'442 CHF | 98.11% | 98.11% |
03.10.2024 | 1.00% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'570 CHF | 100'568 CHF | 99.35% | 99.35% |
02.10.2024 | 1.00% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'694 CHF | 100'696 CHF | 99.47% | 99.47% |
01.10.2024 | 0.99% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'014 CHF | 101'012 CHF | 94.63% | 94.63% |