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 | 0,71% | 99,77 % | 100,47 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 754 CHF | 148 804 CHF | 43,40% | 43,40% |
25/09/2024 | 0,73% | 95,68 % | 96,38 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 179 CHF | 144 229 CHF | 99,14% | 99,14% |
24/09/2024 | 0,74% | 94,49 % | 95,19 % | 150 000 | 150 000 | 150 000 | 150 000 | 141 850 CHF | 142 900 CHF | 79,46% | 79,46% |
23/09/2024 | 0,76% | 92,66 % | 93,36 % | 150 000 | 150 000 | 150 000 | 150 000 | 138 200 CHF | 139 250 CHF | 99,98% | 99,98% |
20/09/2024 | 0,75% | 93,75 % | 94,45 % | 150 000 | 150 000 | 150 000 | 150 000 | 139 550 CHF | 140 600 CHF | 58,01% | 58,01% |
19/09/2024 | 0,73% | 95,28 % | 95,98 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 249 CHF | 145 299 CHF | 95,07% | 95,07% |
18/09/2024 | 0,75% | 93,53 % | 94,23 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 289 CHF | 141 339 CHF | 100,00% | 100,00% |
12/09/2024 | 0,74% | 93,19 % | 93,89 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 553 CHF | 141 603 CHF | 99,93% | 99,93% |
11/09/2024 | 0,74% | 93,86 % | 94,56 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 905 CHF | 141 955 CHF | 100,00% | 100,00% |
10/09/2024 | 0,72% | 95,88 % | 96,58 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 443 CHF | 145 493 CHF | 100,00% | 100,00% |