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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.09.2024 | 0.80% | 105.06 % | 105.90 % | 100'000 | 1'000 | 100'000 | 1'000 | 104'963 CHF | 1'058 CHF | 100.00% | 100.00% |
25.09.2024 | 0.80% | 104.79 % | 105.63 % | 100'000 | 1'000 | 100'000 | 1'000 | 104'790 CHF | 1'056 CHF | 100.00% | 100.00% |
24.09.2024 | 0.80% | 104.64 % | 105.48 % | 100'000 | 1'000 | 100'000 | 1'000 | 104'640 CHF | 1'055 CHF | 100.00% | 100.00% |
23.09.2024 | 0.80% | 104.64 % | 105.48 % | 100'000 | 1'000 | 100'000 | 1'000 | 104'686 CHF | 1'055 CHF | 100.00% | 100.00% |
20.09.2024 | 0.80% | 104.70 % | 105.54 % | 100'000 | 1'000 | 100'000 | 1'000 | 104'745 CHF | 1'056 CHF | 100.00% | 100.00% |
19.09.2024 | 0.80% | 104.77 % | 105.61 % | 100'000 | 1'000 | 100'000 | 1'000 | 104'912 CHF | 1'058 CHF | 100.00% | 100.00% |
18.09.2024 | 0.80% | 104.92 % | 105.76 % | 100'000 | 1'000 | 100'000 | 1'000 | 104'904 CHF | 1'057 CHF | 100.00% | 100.00% |
12.09.2024 | 0.80% | 104.85 % | 105.69 % | 100'000 | 1'000 | 100'000 | 1'000 | 104'754 CHF | 1'056 CHF | 100.00% | 100.00% |
11.09.2024 | 0.80% | 104.71 % | 105.55 % | 100'000 | 1'000 | 100'000 | 1'000 | 104'660 CHF | 1'055 CHF | 100.00% | 100.00% |
10.09.2024 | 0.80% | 104.62 % | 105.46 % | 100'000 | 1'000 | 100'000 | 1'000 | 104'666 CHF | 1'055 CHF | 100.00% | 100.00% |