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 | 0,49% | 94,40 % | 94,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 745 CHF | 475 085 CHF | 98,54% | 98,54% |
25/09/2024 | 0,48% | 92,65 % | 93,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 678 CHF | 470 928 CHF | 99,14% | 99,14% |
24/09/2024 | 0,48% | 93,85 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 861 CHF | 474 151 CHF | 99,17% | 99,17% |
23/09/2024 | 0,48% | 93,85 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 438 CHF | 469 688 CHF | 99,17% | 99,17% |
20/09/2024 | 0,52% | 95,25 % | 95,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 898 CHF | 480 398 CHF | 99,38% | 99,38% |
19/09/2024 | 0,52% | 96,35 % | 96,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 945 CHF | 483 445 CHF | 99,16% | 99,16% |
18/09/2024 | 0,48% | 94,30 % | 94,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 634 CHF | 470 884 CHF | 99,17% | 99,17% |
12/09/2024 | 0,50% | 90,05 % | 90,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 449 731 CHF | 451 981 CHF | 99,17% | 99,17% |
11/09/2024 | 0,50% | 89,35 % | 89,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 447 352 CHF | 449 602 CHF | 99,17% | 99,17% |
10/09/2024 | 0,49% | 89,85 % | 90,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 929 CHF | 458 179 CHF | 98,64% | 98,64% |