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 | 0.81% | 98.37 % | 99.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'363 CHF | 248'365 CHF | 100.00% | 100.00% |
25.09.2024 | 0.80% | 100.17 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'802 CHF | 251'802 CHF | 100.00% | 100.00% |
24.09.2024 | 0.80% | 99.13 % | 99.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'792 CHF | 249'792 CHF | 100.00% | 100.00% |
23.09.2024 | 0.80% | 99.62 % | 100.42 % | 250'000 | 170'000 | 250'000 | 237'491 | 248'784 CHF | 238'218 CHF | 100.00% | 100.00% |
20.09.2024 | 0.80% | 99.76 % | 100.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'230 CHF | 251'231 CHF | 100.00% | 100.00% |
19.09.2024 | 0.80% | 99.15 % | 99.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'256 CHF | 250'256 CHF | 100.00% | 100.00% |
18.09.2024 | 0.81% | 98.43 % | 99.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'140 CHF | 248'140 CHF | 100.00% | 100.00% |