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% | 99,85 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 815 CHF | 100 570 CHF | 97,64% | 97,64% |
25/09/2024 | 0,75% | 99,35 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 049 CHF | 99 796 CHF | 96,83% | 96,83% |
24/09/2024 | 0,75% | 97,40 % | 98,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 638 CHF | 98 374 CHF | 99,50% | 99,50% |
23/09/2024 | 0,75% | 97,30 % | 98,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 207 CHF | 97 937 CHF | 98,47% | 98,47% |
20/09/2024 | 0,75% | 97,65 % | 98,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 041 CHF | 98 780 CHF | 78,02% | 78,02% |
19/09/2024 | 0,75% | 98,50 % | 99,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 472 CHF | 99 212 CHF | 99,33% | 99,33% |
18/09/2024 | 0,75% | 97,75 % | 98,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 637 CHF | 98 377 CHF | 81,50% | 81,50% |
12/09/2024 | 0,75% | 95,45 % | 96,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 814 CHF | 96 537 CHF | 97,75% | 97,75% |
11/09/2024 | 0,75% | 95,30 % | 96,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 188 CHF | 95 904 CHF | 92,88% | 92,88% |
10/09/2024 | 0,75% | 95,10 % | 95,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 291 CHF | 96 007 CHF | 99,81% | 99,81% |