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% | 99.99 % | 100.79 % | 250'000 | 250'000 | 250'000 | 249'537 | 250'151 CHF | 251'683 CHF | 99.93% | 99.93% |
25.09.2024 | 0.80% | 101.28 % | 102.09 % | 250'000 | 250'000 | 250'000 | 249'375 | 253'520 CHF | 254'923 CHF | 100.00% | 100.00% |
24.09.2024 | 0.80% | 99.91 % | 100.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'664 CHF | 250'664 CHF | 99.99% | 99.99% |
23.09.2024 | 0.81% | 98.89 % | 99.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'034 CHF | 249'034 CHF | 99.72% | 99.93% |
20.09.2024 | 0.80% | 98.78 % | 99.58 % | 250'000 | 250'000 | 250'000 | 227'619 | 250'546 CHF | 229'809 CHF | 100.00% | 100.00% |