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 | 0,57% | 104,71 % | 105,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 262 CHF | 526 262 CHF | 87,25% | 87,25% |
25/09/2024 | 0,57% | 104,75 % | 105,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 585 CHF | 526 585 CHF | 99,15% | 99,15% |
24/09/2024 | 0,57% | 104,19 % | 104,79 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 432 CHF | 523 432 CHF | 99,69% | 99,69% |
23/09/2024 | 0,58% | 104,03 % | 104,63 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 336 CHF | 522 336 CHF | 100,00% | 100,00% |
20/09/2024 | 0,58% | 103,81 % | 104,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 034 CHF | 522 034 CHF | 99,89% | 99,89% |
19/09/2024 | 0,58% | 103,49 % | 104,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 635 CHF | 521 635 CHF | 100,00% | 100,00% |
18/09/2024 | 0,58% | 103,67 % | 104,27 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 898 CHF | 521 898 CHF | 100,00% | 100,00% |
12/09/2024 | 0,58% | 103,65 % | 104,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 739 CHF | 520 739 CHF | 99,94% | 99,94% |
11/09/2024 | 0,58% | 103,22 % | 103,82 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 514 CHF | 518 514 CHF | 100,00% | 100,00% |
10/09/2024 | 0,58% | 103,28 % | 103,88 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 777 CHF | 519 777 CHF | 100,00% | 100,00% |