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 | 0.84% | 94.95 % | 95.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'451 CHF | 239'451 CHF | 100.00% | 100.00% |
29.10.2024 | 0.83% | 95.66 % | 96.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'594 CHF | 242'594 CHF | 98.01% | 98.01% |
28.10.2024 | 0.83% | 96.16 % | 96.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'854 CHF | 241'854 CHF | 100.00% | 100.00% |
25.10.2024 | 0.83% | 96.14 % | 96.94 % | 250'000 | 235'000 | 250'000 | 241'511 | 239'963 CHF | 233'741 CHF | 100.00% | 100.00% |
24.10.2024 | 0.83% | 96.06 % | 96.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'103 CHF | 242'103 CHF | 100.00% | 100.00% |
23.10.2024 | 0.83% | 95.49 % | 96.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'902 CHF | 240'902 CHF | 100.00% | 100.00% |
22.10.2024 | 0.83% | 95.44 % | 96.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'860 CHF | 240'860 CHF | 100.00% | 100.00% |
21.10.2024 | 0.83% | 95.44 % | 96.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'449 CHF | 241'449 CHF | 97.57% | 97.57% |
18.10.2024 | 0.82% | 97.38 % | 98.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'984 CHF | 245'984 CHF | 100.00% | 100.00% |
17.10.2024 | 0.82% | 96.30 % | 97.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'736 CHF | 244'736 CHF | 99.95% | 99.95% |