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% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 508 CHF | 503 008 CHF | 100,00% | 100,00% |
25/09/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 000 CHF | 503 500 CHF | 100,00% | 100,00% |
24/09/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 000 CHF | 503 500 CHF | 100,00% | 100,00% |
23/09/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 000 CHF | 503 500 CHF | 100,00% | 100,00% |
20/09/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 889 CHF | 503 389 CHF | 100,00% | 100,00% |
19/09/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 518 CHF | 503 018 CHF | 99,77% | 99,77% |
18/09/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 000 CHF | 503 500 CHF | 100,00% | 100,00% |
12/09/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 874 CHF | 503 374 CHF | 100,00% | 100,00% |
11/09/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 825 CHF | 503 325 CHF | 100,00% | 100,00% |
10/09/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 000 CHF | 503 500 CHF | 100,00% | 100,00% |