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 | 1,03% | 96,45 % | 97,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 630 CHF | 97 630 CHF | 96,68% | 96,68% |
25/09/2024 | 1,06% | 94,05 % | 95,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 010 CHF | 95 010 CHF | 98,22% | 98,22% |
24/09/2024 | 1,06% | 93,55 % | 94,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 626 CHF | 94 626 CHF | 83,16% | 83,16% |
23/09/2024 | 1,09% | 91,80 % | 92,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 261 CHF | 92 261 CHF | 98,49% | 98,49% |
20/09/2024 | 1,08% | 91,95 % | 92,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 891 CHF | 92 891 CHF | 98,41% | 98,41% |
19/09/2024 | 1,06% | 93,70 % | 94,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 966 CHF | 94 966 CHF | 97,61% | 97,61% |
18/09/2024 | 1,08% | 92,15 % | 93,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 363 CHF | 93 363 CHF | 98,47% | 98,47% |
12/09/2024 | 1,08% | 92,15 % | 93,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 341 CHF | 93 341 CHF | 83,28% | 83,28% |
11/09/2024 | 1,08% | 92,30 % | 93,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 389 CHF | 93 389 CHF | 97,18% | 97,18% |
10/09/2024 | 1,08% | 92,30 % | 93,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 403 CHF | 93 403 CHF | 90,79% | 90,79% |