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 | 1,00% | 76,28 % | 77,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 193 713 CHF | 195 662 CHF | 94,04% | 94,04% |
25/09/2024 | 1,00% | 76,16 % | 76,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 188 144 CHF | 190 035 CHF | 100,00% | 100,00% |
24/09/2024 | 1,00% | 73,12 % | 73,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 185 402 CHF | 187 267 CHF | 99,97% | 99,97% |
23/09/2024 | 1,00% | 77,14 % | 77,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 195 707 CHF | 197 674 CHF | 99,89% | 99,89% |
20/09/2024 | 0,99% | 77,78 % | 78,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 199 136 CHF | 201 119 CHF | 100,00% | 100,00% |
19/09/2024 | 0,95% | 83,43 % | 84,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 558 CHF | 212 558 CHF | 100,00% | 100,00% |
18/09/2024 | 0,97% | 82,90 % | 83,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 189 CHF | 207 189 CHF | 100,00% | 100,00% |
12/09/2024 | 0,91% | 85,91 % | 86,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 889 CHF | 220 889 CHF | 95,05% | 95,05% |
11/09/2024 | 0,92% | 85,40 % | 86,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 714 CHF | 217 714 CHF | 100,00% | 100,00% |
10/09/2024 | 0,93% | 84,84 % | 85,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 608 CHF | 216 608 CHF | 99,99% | 99,99% |