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 | 0,30% | 100,70 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 702 CHF | 505 202 CHF | 100,00% | 100,00% |
25/09/2024 | 0,30% | 100,90 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 265 CHF | 505 765 CHF | 100,00% | 100,00% |
24/09/2024 | 0,30% | 100,70 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 426 CHF | 504 926 CHF | 100,00% | 100,00% |
23/09/2024 | 0,30% | 100,70 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 577 CHF | 505 077 CHF | 100,00% | 100,00% |
20/09/2024 | 0,30% | 100,70 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 727 CHF | 505 227 CHF | 100,00% | 100,00% |
19/09/2024 | 0,30% | 100,90 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 308 CHF | 505 808 CHF | 99,77% | 99,77% |
18/09/2024 | 0,30% | 100,60 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 093 CHF | 504 593 CHF | 100,00% | 100,00% |
12/09/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 048 CHF | 504 548 CHF | 100,00% | 100,00% |
11/09/2024 | 0,30% | 100,60 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 399 CHF | 504 899 CHF | 99,99% | 99,99% |
10/09/2024 | 0,30% | 100,60 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 030 CHF | 504 530 CHF | 100,00% | 100,00% |