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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.10.2024 | 0.81% | 98.54 % | 99.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'242 CHF | 248'242 CHF | 100.00% | 100.00% |
29.10.2024 | 0.80% | 98.86 % | 99.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'459 CHF | 249'459 CHF | 99.55% | 99.55% |
28.10.2024 | 0.81% | 98.82 % | 99.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'992 CHF | 248'992 CHF | 100.00% | 100.00% |
25.10.2024 | 0.81% | 98.66 % | 99.46 % | 240'000 | 250'000 | 245'785 | 250'000 | 242'317 CHF | 248'474 CHF | 100.00% | 100.00% |
24.10.2024 | 0.81% | 98.53 % | 99.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'549 CHF | 248'549 CHF | 100.00% | 100.00% |
23.10.2024 | 0.81% | 98.15 % | 98.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'556 CHF | 247'556 CHF | 100.00% | 100.00% |
22.10.2024 | 0.81% | 98.33 % | 99.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'581 CHF | 247'581 CHF | 100.00% | 100.00% |
21.10.2024 | 0.81% | 98.08 % | 98.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'332 CHF | 247'332 CHF | 97.50% | 97.50% |
18.10.2024 | 0.81% | 98.26 % | 99.06 % | 250'000 | 240'000 | 250'000 | 244'420 | 245'844 CHF | 242'313 CHF | 100.00% | 100.00% |
17.10.2024 | 0.81% | 97.88 % | 98.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'772 CHF | 246'772 CHF | 100.00% | 100.00% |