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% | 99,95 % | 100,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 750 CHF | 502 250 CHF | 99,38% | 99,38% |
25/09/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 000 CHF | 502 500 CHF | 99,38% | 99,38% |
24/09/2024 | 0,50% | 100,05 % | 100,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 250 CHF | 502 750 CHF | 99,38% | 99,38% |
23/09/2024 | 0,50% | 100,05 % | 100,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 250 CHF | 502 750 CHF | 99,38% | 99,38% |
20/09/2024 | 0,50% | 100,05 % | 100,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 250 CHF | 502 750 CHF | 99,38% | 99,38% |
19/09/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 500 CHF | 503 000 CHF | 99,37% | 99,37% |
18/09/2024 | 0,50% | 100,15 % | 100,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 750 CHF | 503 250 CHF | 99,38% | 99,38% |
12/09/2024 | 0,50% | 100,15 % | 100,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 748 CHF | 503 248 CHF | 99,30% | 99,30% |
11/09/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 544 CHF | 503 044 CHF | 99,38% | 99,38% |
10/09/2024 | 0,50% | 100,15 % | 100,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 791 CHF | 503 291 CHF | 99,23% | 99,23% |