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 | 0,86% | 93,20 % | 94,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 290 CHF | 234 290 CHF | 100,00% | 100,00% |
25/09/2024 | 0,86% | 91,70 % | 92,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 334 CHF | 232 334 CHF | 100,00% | 100,00% |
24/09/2024 | 0,86% | 92,00 % | 92,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 105 CHF | 233 105 CHF | 100,00% | 100,00% |
23/09/2024 | 0,85% | 92,80 % | 93,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 661 CHF | 235 661 CHF | 100,00% | 100,00% |
20/09/2024 | 0,85% | 93,20 % | 94,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 911 CHF | 235 911 CHF | 100,00% | 100,00% |
19/09/2024 | 0,86% | 94,00 % | 94,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 858 CHF | 234 858 CHF | 99,76% | 99,76% |
18/09/2024 | 0,86% | 91,80 % | 92,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 769 CHF | 232 769 CHF | 100,00% | 100,00% |
12/09/2024 | 0,88% | 90,90 % | 91,70 % | 250 000 | 250 000 | 249 738 | 249 738 | 227 433 CHF | 229 432 CHF | 100,00% | 100,00% |
11/09/2024 | 0,87% | 91,50 % | 92,30 % | 250 000 | 250 000 | 249 868 | 249 868 | 230 030 CHF | 232 030 CHF | 100,00% | 100,00% |
10/09/2024 | 1,08% | 91,30 % | 92,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 341 CHF | 231 841 CHF | 100,00% | 100,00% |