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% | 99,64 % | 100,14 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 291 CHF | 498 791 CHF | 87,27% | 87,27% |
25/09/2024 | 0,51% | 97,23 % | 97,73 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 937 CHF | 489 437 CHF | 99,15% | 99,15% |
24/09/2024 | 0,51% | 97,00 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 645 CHF | 488 145 CHF | 99,69% | 99,69% |
23/09/2024 | 0,51% | 97,37 % | 97,87 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 604 CHF | 491 104 CHF | 100,00% | 100,00% |
20/09/2024 | 0,50% | 97,76 % | 98,26 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 181 CHF | 497 681 CHF | 99,90% | 99,90% |
19/09/2024 | 0,50% | 100,07 % | 100,57 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 954 CHF | 504 454 CHF | 100,00% | 100,00% |
18/09/2024 | 0,50% | 99,61 % | 100,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 634 CHF | 497 134 CHF | 100,00% | 100,00% |
12/09/2024 | 0,50% | 100,38 % | 100,88 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 804 CHF | 504 304 CHF | 99,93% | 99,93% |
11/09/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 896 CHF | 502 396 CHF | 100,00% | 100,00% |
10/09/2024 | 0,50% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 900 CHF | 503 400 CHF | 100,00% | 100,00% |