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 | 0,79% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 389 CHF | 505 389 CHF | 100,00% | 100,00% |
25/09/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 400 CHF | 504 400 CHF | 100,00% | 100,00% |
24/09/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 252 CHF | 504 252 CHF | 100,00% | 100,00% |
23/09/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 245 CHF | 503 245 CHF | 100,00% | 100,00% |
20/09/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 537 CHF | 501 537 CHF | 100,00% | 100,00% |
19/09/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 713 CHF | 503 713 CHF | 99,77% | 99,77% |
18/09/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 211 CHF | 501 211 CHF | 100,00% | 100,00% |
12/09/2024 | 0,81% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 099 CHF | 495 099 CHF | 100,00% | 100,00% |
11/09/2024 | 0,81% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 124 CHF | 494 124 CHF | 100,00% | 100,00% |
10/09/2024 | 0,82% | 96,90 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 954 CHF | 489 954 CHF | 100,00% | 100,00% |