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 | 0,83% | 95,86 % | 96,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 030 CHF | 242 030 CHF | 100,00% | 100,00% |
25/09/2024 | 0,84% | 95,33 % | 96,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 090 CHF | 240 090 CHF | 100,00% | 100,00% |
24/09/2024 | 0,84% | 95,45 % | 96,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 686 CHF | 239 686 CHF | 99,99% | 99,99% |
23/09/2024 | 0,84% | 94,64 % | 95,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 281 CHF | 238 281 CHF | 100,00% | 100,00% |
20/09/2024 | 0,83% | 95,39 % | 96,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 167 CHF | 241 167 CHF | 100,00% | 100,00% |
19/09/2024 | 0,83% | 95,63 % | 96,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 436 CHF | 241 436 CHF | 100,00% | 100,00% |
18/09/2024 | 0,83% | 94,90 % | 95,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 276 CHF | 241 276 CHF | 100,00% | 100,00% |
12/09/2024 | 0,85% | 93,97 % | 94,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 280 CHF | 235 280 CHF | 99,95% | 99,95% |
11/09/2024 | 0,87% | 92,40 % | 93,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 986 CHF | 230 986 CHF | 99,90% | 99,90% |
10/09/2024 | 0,88% | 91,17 % | 91,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 348 CHF | 229 348 CHF | 99,98% | 99,98% |