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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.10.2024 | 0.84% | 94.62 % | 95.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'619 CHF | 238'619 CHF | 100.00% | 100.00% |
24.10.2024 | 0.83% | 95.04 % | 95.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'396 CHF | 241'396 CHF | 100.00% | 100.00% |
23.10.2024 | 0.83% | 95.56 % | 96.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'981 CHF | 241'981 CHF | 99.97% | 99.97% |
22.10.2024 | 0.82% | 96.08 % | 96.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'994 CHF | 243'994 CHF | 100.00% | 100.00% |
21.10.2024 | 0.82% | 97.38 % | 98.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'620 CHF | 244'620 CHF | 97.52% | 97.52% |
18.10.2024 | 0.82% | 97.06 % | 97.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'928 CHF | 243'928 CHF | 99.97% | 99.97% |
17.10.2024 | 0.83% | 97.11 % | 97.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'278 CHF | 243'278 CHF | 99.41% | 99.41% |
16.10.2024 | 0.84% | 94.65 % | 95.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'609 CHF | 238'609 CHF | 100.00% | 100.00% |
15.10.2024 | 0.84% | 94.45 % | 95.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'560 CHF | 238'560 CHF | 99.55% | 99.55% |
14.10.2024 | 0.84% | 95.17 % | 95.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'912 CHF | 239'912 CHF | 100.00% | 100.00% |