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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/09/2024 | 0,74% | 103,30 % | 104,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 372 CHF | 104 140 CHF | 97,89% | 97,89% |
24/09/2024 | 0,76% | 103,30 % | 104,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 297 CHF | 104 086 CHF | 100,00% | 100,00% |
23/09/2024 | 0,73% | 103,20 % | 104,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 191 CHF | 103 948 CHF | 99,12% | 99,12% |
20/09/2024 | 0,75% | 103,10 % | 103,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 182 CHF | 103 963 CHF | 87,60% | 87,60% |
19/09/2024 | 0,75% | 103,30 % | 104,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 245 CHF | 104 027 CHF | 91,90% | 91,90% |
18/09/2024 | 0,75% | 103,10 % | 103,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 133 CHF | 103 911 CHF | 94,91% | 94,91% |
12/09/2024 | 0,76% | 103,10 % | 103,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 126 CHF | 103 918 CHF | 98,03% | 98,03% |
11/09/2024 | 0,76% | 103,10 % | 103,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 153 CHF | 103 935 CHF | 91,92% | 91,92% |
10/09/2024 | 0,76% | 103,10 % | 103,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 199 CHF | 103 987 CHF | 100,00% | 100,00% |
09/09/2024 | 0,76% | 103,10 % | 103,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 099 CHF | 103 888 CHF | 97,83% | 97,83% |