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 | 0.80% | 105.45 % | 106.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'961 CHF | 267'090 CHF | 100.00% | 100.00% |
24.10.2024 | 0.80% | 106.37 % | 107.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'286 CHF | 268'424 CHF | 100.00% | 100.00% |
23.10.2024 | 0.80% | 105.91 % | 106.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'015 CHF | 267'141 CHF | 99.97% | 99.97% |
22.10.2024 | 0.80% | 106.03 % | 106.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'004 CHF | 269'149 CHF | 100.00% | 100.00% |
21.10.2024 | 0.80% | 108.78 % | 109.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'466 CHF | 274'657 CHF | 97.94% | 97.94% |
18.10.2024 | 0.80% | 109.06 % | 109.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'441 CHF | 274'633 CHF | 100.00% | 100.00% |
17.10.2024 | 0.80% | 109.05 % | 109.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 271'655 CHF | 273'841 CHF | 99.96% | 99.96% |
16.10.2024 | 0.80% | 107.91 % | 108.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'783 CHF | 270'940 CHF | 100.00% | 100.00% |
15.10.2024 | 0.80% | 108.37 % | 109.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'639 CHF | 272'813 CHF | 99.53% | 99.53% |
14.10.2024 | 0.80% | 107.67 % | 108.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'406 CHF | 270'557 CHF | 100.00% | 100.00% |