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 | 0,99% | 100,10 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 500 CHF | 505 500 CHF | 100,00% | 100,00% |
25/09/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 500 CHF | 505 500 CHF | 100,00% | 100,00% |
24/09/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 000 CHF | 506 000 CHF | 100,00% | 100,00% |
23/09/2024 | 0,99% | 100,10 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 500 CHF | 505 500 CHF | 100,00% | 100,00% |
20/09/2024 | 1,00% | 100,00 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 000 CHF | 505 000 CHF | 100,00% | 100,00% |
19/09/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 500 CHF | 505 500 CHF | 99,76% | 99,76% |
18/09/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 500 CHF | 505 500 CHF | 100,00% | 100,00% |
12/09/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 996 CHF | 503 996 CHF | 100,00% | 100,00% |
11/09/2024 | 1,00% | 100,00 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 902 CHF | 504 902 CHF | 100,00% | 100,00% |
10/09/2024 | 1,00% | 99,80 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 000 CHF | 504 000 CHF | 100,00% | 100,00% |