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 | 0,90% | 88,28 % | 89,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 473 CHF | 223 473 CHF | 93,79% | 93,79% |
25/09/2024 | 0,84% | 93,34 % | 94,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 448 CHF | 238 448 CHF | 100,00% | 100,00% |
24/09/2024 | 0,83% | 95,32 % | 96,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 437 CHF | 241 437 CHF | 100,00% | 100,00% |
23/09/2024 | 0,84% | 95,36 % | 96,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 599 CHF | 239 599 CHF | 100,00% | 100,00% |
20/09/2024 | 0,84% | 94,73 % | 95,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 033 CHF | 239 033 CHF | 100,00% | 100,00% |
19/09/2024 | 0,83% | 96,02 % | 96,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 205 CHF | 242 205 CHF | 100,00% | 100,00% |
18/09/2024 | 0,84% | 94,75 % | 95,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 791 CHF | 238 791 CHF | 100,00% | 100,00% |
12/09/2024 | 0,86% | 92,58 % | 93,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 849 CHF | 232 849 CHF | 94,56% | 94,56% |
11/09/2024 | 0,86% | 91,65 % | 92,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 709 CHF | 232 709 CHF | 99,81% | 99,81% |
10/09/2024 | 0,86% | 91,73 % | 92,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 165 CHF | 234 165 CHF | 100,00% | 100,00% |