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 | 0,49% | 101,55 % | 102,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 750 CHF | 510 250 CHF | 99,17% | 99,17% |
25/09/2024 | 0,49% | 101,65 % | 102,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 250 CHF | 510 750 CHF | 99,35% | 99,35% |
24/09/2024 | 0,49% | 101,65 % | 102,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 250 CHF | 510 750 CHF | 98,94% | 98,94% |
23/09/2024 | 0,49% | 101,70 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 500 CHF | 511 000 CHF | 98,77% | 98,77% |
20/09/2024 | 0,49% | 101,70 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 500 CHF | 511 000 CHF | 99,38% | 99,38% |
19/09/2024 | 0,49% | 101,75 % | 102,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 750 CHF | 511 250 CHF | 99,38% | 99,38% |
18/09/2024 | 0,49% | 101,80 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 000 CHF | 511 500 CHF | 99,37% | 99,37% |
12/09/2024 | 0,49% | 101,90 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 479 CHF | 511 979 CHF | 98,70% | 98,70% |
11/09/2024 | 0,49% | 101,95 % | 102,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 750 CHF | 512 250 CHF | 99,38% | 99,38% |
10/09/2024 | 0,49% | 101,95 % | 102,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 750 CHF | 512 250 CHF | 98,10% | 98,10% |