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% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 409 CHF | 503 909 CHF | 100,00% | 100,00% |
25/09/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 500 CHF | 504 000 CHF | 100,00% | 100,00% |
24/09/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 469 CHF | 503 969 CHF | 100,00% | 100,00% |
23/09/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 500 CHF | 504 000 CHF | 100,00% | 100,00% |
20/09/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 314 CHF | 503 814 CHF | 100,00% | 100,00% |
19/09/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 678 CHF | 504 178 CHF | 99,76% | 99,76% |
18/09/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 378 CHF | 503 878 CHF | 100,00% | 100,00% |
12/09/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 037 CHF | 503 537 CHF | 100,00% | 100,00% |
11/09/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 001 CHF | 503 501 CHF | 100,00% | 100,00% |
10/09/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 962 CHF | 503 462 CHF | 100,00% | 100,00% |