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 | 0.70% | 99.51 % | 100.21 % | 300'000 | 300'000 | 300'000 | 300'000 | 298'773 CHF | 300'873 CHF | 100.00% | 100.00% |
29.10.2024 | 0.70% | 99.75 % | 100.45 % | 300'000 | 300'000 | 300'000 | 300'000 | 299'688 CHF | 301'788 CHF | 100.00% | 100.00% |
28.10.2024 | 0.70% | 99.98 % | 100.68 % | 300'000 | 300'000 | 300'000 | 300'000 | 300'031 CHF | 302'131 CHF | 100.00% | 100.00% |
25.10.2024 | 0.70% | 99.92 % | 100.62 % | 300'000 | 300'000 | 300'000 | 300'000 | 299'714 CHF | 301'814 CHF | 100.00% | 100.00% |
24.10.2024 | 0.70% | 99.95 % | 100.65 % | 300'000 | 300'000 | 300'000 | 300'000 | 299'933 CHF | 302'033 CHF | 95.72% | 95.72% |
23.10.2024 | 0.70% | 99.87 % | 100.57 % | 300'000 | 300'000 | 300'000 | 300'000 | 299'839 CHF | 301'939 CHF | 100.00% | 100.00% |
22.10.2024 | 0.70% | 99.90 % | 100.60 % | 300'000 | 300'000 | 300'000 | 300'000 | 299'773 CHF | 301'873 CHF | 95.47% | 95.47% |
21.10.2024 | 0.70% | 99.98 % | 100.68 % | 300'000 | 300'000 | 300'000 | 300'000 | 299'875 CHF | 301'975 CHF | 99.00% | 99.00% |
18.10.2024 | 0.70% | 99.95 % | 100.65 % | 300'000 | 300'000 | 300'000 | 300'000 | 299'656 CHF | 301'756 CHF | 100.00% | 100.00% |
17.10.2024 | 0.70% | 99.78 % | 100.48 % | 300'000 | 300'000 | 300'000 | 300'000 | 299'271 CHF | 301'371 CHF | 99.80% | 99.80% |