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 | 0,75% | 104,38 % | 105,17 % | 191 000 | 190 000 | 191 000 | 189 877 | 199 374 CHF | 199 702 CHF | 99,99% | 99,99% |
25/09/2024 | 0,75% | 104,49 % | 105,28 % | 191 000 | 189 000 | 191 000 | 189 000 | 199 759 CHF | 199 161 CHF | 100,00% | 100,00% |
24/09/2024 | 0,75% | 104,64 % | 105,43 % | 191 000 | 189 000 | 191 000 | 189 000 | 199 862 CHF | 199 263 CHF | 100,00% | 100,00% |
23/09/2024 | 0,75% | 104,61 % | 105,40 % | 191 000 | 189 000 | 191 000 | 189 000 | 199 805 CHF | 199 206 CHF | 100,00% | 100,00% |
20/09/2024 | 0,75% | 104,49 % | 105,28 % | 191 000 | 189 000 | 191 000 | 189 010 | 199 576 CHF | 198 990 CHF | 100,00% | 100,00% |
19/09/2024 | 0,75% | 104,48 % | 105,27 % | 191 000 | 189 000 | 191 000 | 189 078 | 199 559 CHF | 199 045 CHF | 100,00% | 100,00% |
18/09/2024 | 0,75% | 104,32 % | 105,11 % | 191 000 | 190 000 | 191 000 | 190 000 | 199 326 CHF | 199 784 CHF | 100,00% | 100,00% |
12/09/2024 | 0,76% | 104,07 % | 104,86 % | 192 000 | 190 000 | 191 935 | 190 000 | 199 845 CHF | 199 331 CHF | 99,73% | 99,73% |
11/09/2024 | 0,76% | 104,05 % | 104,84 % | 192 000 | 190 000 | 191 469 | 190 000 | 199 434 CHF | 199 404 CHF | 99,99% | 99,99% |
10/09/2024 | 0,75% | 104,05 % | 104,84 % | 192 000 | 190 000 | 191 185 | 190 000 | 199 295 CHF | 199 561 CHF | 100,00% | 100,00% |