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 | 0,50% | 85,60 % | 86,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 426 564 CHF | 428 705 CHF | 98,54% | 98,54% |
25/09/2024 | 0,48% | 82,20 % | 82,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 419 092 CHF | 421 099 CHF | 99,14% | 99,14% |
24/09/2024 | 0,50% | 84,10 % | 84,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 424 919 CHF | 427 060 CHF | 99,17% | 99,17% |
23/09/2024 | 0,48% | 84,10 % | 84,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 418 427 CHF | 420 431 CHF | 99,17% | 99,17% |
20/09/2024 | 0,52% | 85,90 % | 86,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 433 321 CHF | 435 571 CHF | 99,38% | 99,38% |
19/09/2024 | 0,51% | 87,90 % | 88,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 439 035 CHF | 441 285 CHF | 99,16% | 99,16% |
18/09/2024 | 0,48% | 85,00 % | 85,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 420 499 CHF | 422 523 CHF | 99,17% | 99,17% |
12/09/2024 | 0,50% | 79,45 % | 79,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 396 788 CHF | 398 788 CHF | 99,17% | 99,17% |
11/09/2024 | 0,50% | 79,00 % | 79,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 395 683 CHF | 397 683 CHF | 99,16% | 99,16% |
10/09/2024 | 0,49% | 79,45 % | 79,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 405 604 CHF | 407 604 CHF | 98,63% | 98,63% |