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 | 1,25% | 101,30 % | 102,60 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 620 CHF | 51 255 CHF | 97,24% | 97,24% |
25/09/2024 | 0,76% | 101,20 % | 101,90 % | 100 000 | 100 000 | 97 545 | 97 545 | 98 593 CHF | 99 336 CHF | 93,86% | 93,86% |
24/09/2024 | 0,81% | 100,90 % | 101,70 % | 100 000 | 100 000 | 93 001 | 93 001 | 93 846 CHF | 94 581 CHF | 99,16% | 99,16% |
23/09/2024 | 0,75% | 100,30 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 212 CHF | 100 964 CHF | 97,67% | 97,67% |
20/09/2024 | 0,75% | 100,40 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 423 CHF | 101 176 CHF | 87,60% | 87,60% |
19/09/2024 | 0,76% | 100,80 % | 101,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 896 CHF | 101 665 CHF | 94,32% | 94,32% |
18/09/2024 | 0,75% | 100,50 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 576 CHF | 101 337 CHF | 95,39% | 95,39% |
12/09/2024 | 0,74% | 100,50 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 562 CHF | 101 312 CHF | 98,04% | 98,04% |
11/09/2024 | 0,76% | 100,40 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 516 CHF | 101 279 CHF | 92,75% | 92,75% |
10/09/2024 | 0,83% | 100,20 % | 100,90 % | 100 000 | 100 000 | 90 982 | 90 982 | 91 163 CHF | 91 885 CHF | 99,63% | 99,63% |