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 | 0,74% | 103,60 % | 104,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 600 CHF | 104 368 CHF | 99,17% | 99,17% |
25/09/2024 | 0,77% | 103,50 % | 104,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 484 CHF | 104 283 CHF | 47,57% | 47,57% |
24/09/2024 | 0,76% | 103,30 % | 104,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 388 CHF | 104 178 CHF | 99,99% | 99,99% |
23/09/2024 | 0,77% | 103,30 % | 104,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 271 CHF | 104 066 CHF | 98,97% | 98,97% |
20/09/2024 | 0,75% | 103,30 % | 104,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 318 CHF | 104 100 CHF | 89,66% | 89,66% |
19/09/2024 | 0,73% | 103,50 % | 104,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 480 CHF | 104 238 CHF | 91,46% | 91,46% |
18/09/2024 | 0,75% | 103,30 % | 104,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 324 CHF | 104 105 CHF | 95,49% | 95,49% |
12/09/2024 | 0,76% | 103,10 % | 103,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 097 CHF | 103 886 CHF | 92,17% | 92,17% |
11/09/2024 | 0,75% | 102,90 % | 103,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 970 CHF | 103 747 CHF | 82,47% | 82,47% |
10/09/2024 | 0,74% | 103,00 % | 103,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 992 CHF | 103 762 CHF | 93,16% | 93,16% |