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 | 0,80% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 370 CHF | 500 370 CHF | 100,00% | 100,00% |
25/09/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 717 CHF | 500 717 CHF | 100,00% | 100,00% |
24/09/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 155 CHF | 500 155 CHF | 100,00% | 100,00% |
23/09/2024 | 0,81% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 975 CHF | 495 975 CHF | 100,00% | 100,00% |
20/09/2024 | 0,81% | 97,80 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 526 CHF | 497 526 CHF | 100,00% | 100,00% |
19/09/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 686 CHF | 503 686 CHF | 99,76% | 99,76% |
18/09/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 163 CHF | 501 163 CHF | 100,00% | 100,00% |
12/09/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 042 CHF | 508 042 CHF | 100,00% | 100,00% |
11/09/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 416 CHF | 504 416 CHF | 100,00% | 100,00% |
10/09/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 136 CHF | 505 136 CHF | 100,00% | 100,00% |