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 | 0,76% | 104,40 % | 105,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 814 CHF | 525 814 CHF | 100,00% | 100,00% |
25/09/2024 | 0,76% | 104,20 % | 105,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 367 CHF | 525 367 CHF | 100,00% | 100,00% |
24/09/2024 | 0,96% | 104,10 % | 105,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 942 CHF | 525 942 CHF | 100,00% | 100,00% |
23/09/2024 | 0,96% | 104,10 % | 105,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 495 CHF | 525 496 CHF | 100,00% | 100,00% |
20/09/2024 | 0,76% | 104,20 % | 105,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 027 CHF | 525 027 CHF | 100,00% | 100,00% |
19/09/2024 | 0,76% | 104,30 % | 105,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 255 CHF | 525 255 CHF | 99,76% | 99,76% |
18/09/2024 | 0,96% | 104,10 % | 105,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 562 CHF | 525 562 CHF | 100,00% | 100,00% |
12/09/2024 | 0,96% | 104,00 % | 105,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 881 CHF | 524 881 CHF | 100,00% | 100,00% |
11/09/2024 | 0,96% | 103,90 % | 104,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 536 CHF | 524 536 CHF | 100,00% | 100,00% |
10/09/2024 | 0,77% | 104,00 % | 104,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 864 CHF | 524 864 CHF | 100,00% | 100,00% |