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 | 0.84% | 94.56 % | 95.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'080 CHF | 239'080 CHF | 99.85% | 99.85% |
02.10.2024 | 0.83% | 95.60 % | 96.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'099 CHF | 241'099 CHF | 99.98% | 99.98% |
01.10.2024 | 0.83% | 95.19 % | 95.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'378 CHF | 242'378 CHF | 99.66% | 99.66% |
30.09.2024 | 0.83% | 95.95 % | 96.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'614 CHF | 242'614 CHF | 100.00% | 100.00% |
27.09.2024 | 0.83% | 96.63 % | 97.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'910 CHF | 242'910 CHF | 100.00% | 100.00% |
26.09.2024 | 0.84% | 95.71 % | 96.51 % | 250'000 | 245'000 | 250'000 | 245'444 | 238'313 CHF | 235'933 CHF | 99.98% | 99.98% |
25.09.2024 | 0.86% | 93.03 % | 93.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'267 CHF | 234'267 CHF | 100.00% | 100.00% |
24.09.2024 | 0.86% | 92.18 % | 92.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'966 CHF | 232'966 CHF | 92.84% | 92.84% |
23.09.2024 | 0.89% | 89.84 % | 90.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'859 CHF | 225'859 CHF | 100.00% | 100.00% |
20.09.2024 | 0.88% | 89.65 % | 90.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'665 CHF | 227'665 CHF | 100.00% | 100.00% |