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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.09.2024 | 0.85% | 94.44 % | 95.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'450 CHF | 237'450 CHF | 100.00% | 100.00% |
24.09.2024 | 0.85% | 93.48 % | 94.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'940 CHF | 235'940 CHF | 92.84% | 92.84% |
23.09.2024 | 0.87% | 92.32 % | 93.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'920 CHF | 231'920 CHF | 100.00% | 100.00% |
20.09.2024 | 0.86% | 92.78 % | 93.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'752 CHF | 232'752 CHF | 86.73% | 86.73% |
19.09.2024 | 0.83% | 95.20 % | 96.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'582 CHF | 241'582 CHF | 100.00% | 100.00% |
18.09.2024 | 0.84% | 94.26 % | 95.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'700 CHF | 237'700 CHF | 100.00% | 100.00% |
12.09.2024 | 0.84% | 94.53 % | 95.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'545 CHF | 238'545 CHF | 99.94% | 99.94% |
11.09.2024 | 0.84% | 94.74 % | 95.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'949 CHF | 238'949 CHF | 100.00% | 100.00% |
10.09.2024 | 0.84% | 94.62 % | 95.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'224 CHF | 239'224 CHF | 99.97% | 99.97% |
09.09.2024 | 0.83% | 95.45 % | 96.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'987 CHF | 240'987 CHF | 100.00% | 100.00% |