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 | 0,76% | 101,40 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 421 CHF | 102 194 CHF | 98,77% | 98,77% |
25/09/2024 | 0,75% | 101,40 % | 102,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 288 CHF | 102 049 CHF | 97,69% | 97,69% |
24/09/2024 | 0,75% | 100,90 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 880 CHF | 101 642 CHF | 100,00% | 100,00% |
23/09/2024 | 0,76% | 101,00 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 930 CHF | 101 704 CHF | 99,13% | 99,13% |
20/09/2024 | 0,75% | 101,00 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 053 CHF | 101 813 CHF | 89,34% | 89,34% |
19/09/2024 | 0,75% | 101,40 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 309 CHF | 102 068 CHF | 97,94% | 97,94% |
18/09/2024 | 0,74% | 100,90 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 865 CHF | 101 613 CHF | 97,01% | 97,01% |
12/09/2024 | 0,74% | 100,30 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 488 CHF | 101 234 CHF | 97,78% | 97,78% |
11/09/2024 | 0,75% | 100,20 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 357 CHF | 101 112 CHF | 93,30% | 93,30% |
10/09/2024 | 0,77% | 100,20 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 187 CHF | 100 963 CHF | 98,52% | 98,52% |