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 | 0,79% | 101,20 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 907 CHF | 509 907 CHF | 100,00% | 100,00% |
25/09/2024 | 0,79% | 101,30 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 265 CHF | 510 265 CHF | 100,00% | 100,00% |
24/09/2024 | 0,79% | 101,10 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 595 CHF | 509 595 CHF | 100,00% | 100,00% |
23/09/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 226 CHF | 507 226 CHF | 100,00% | 100,00% |
20/09/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 737 CHF | 507 737 CHF | 100,00% | 100,00% |
19/09/2024 | 0,79% | 101,10 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 317 CHF | 509 317 CHF | 99,77% | 99,77% |
18/09/2024 | 0,79% | 101,00 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 980 CHF | 508 980 CHF | 100,00% | 100,00% |
12/09/2024 | 0,79% | 101,00 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 306 CHF | 509 306 CHF | 100,00% | 100,00% |
11/09/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 421 CHF | 508 421 CHF | 100,00% | 100,00% |
10/09/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 811 CHF | 508 811 CHF | 100,00% | 100,00% |