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 | - | 67,36 % | 68,04 % | 250 000 | 250 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
25/09/2024 | 1,00% | 67,81 % | 68,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 168 592 CHF | 170 282 CHF | 100,00% | 100,00% |
24/09/2024 | 1,00% | 66,13 % | 66,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 165 239 CHF | 166 894 CHF | 91,88% | 91,88% |
23/09/2024 | 1,00% | 63,39 % | 64,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 158 188 CHF | 159 778 CHF | 100,00% | 100,00% |
20/09/2024 | 1,00% | 64,26 % | 64,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 161 002 CHF | 162 620 CHF | 86,74% | 86,74% |
19/09/2024 | 1,00% | 68,15 % | 68,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 170 818 CHF | 172 538 CHF | 99,99% | 99,99% |
18/09/2024 | 1,00% | 67,48 % | 68,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 170 347 CHF | 172 060 CHF | 100,00% | 100,00% |
12/09/2024 | 1,00% | 66,45 % | 67,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 168 340 CHF | 170 032 CHF | 99,94% | 99,94% |
11/09/2024 | 1,00% | 66,76 % | 67,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 168 319 CHF | 170 012 CHF | 99,94% | 99,94% |
10/09/2024 | 1,00% | 68,05 % | 68,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 172 384 CHF | 174 113 CHF | 99,99% | 99,99% |