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 | 0,83% | 95,12 % | 95,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 641 CHF | 240 641 CHF | 100,00% | 100,00% |
25/09/2024 | 0,80% | 98,99 % | 99,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 035 CHF | 251 035 CHF | 100,00% | 100,00% |
24/09/2024 | 0,80% | 99,51 % | 100,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 774 CHF | 252 795 CHF | 100,00% | 100,00% |
23/09/2024 | 0,80% | 100,05 % | 100,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 555 CHF | 251 555 CHF | 100,00% | 100,00% |
20/09/2024 | 0,80% | 99,48 % | 100,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 313 CHF | 251 313 CHF | 100,00% | 100,00% |
19/09/2024 | 0,80% | 99,61 % | 100,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 044 CHF | 252 047 CHF | 99,99% | 99,99% |
18/09/2024 | 0,80% | 99,89 % | 100,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 373 CHF | 251 373 CHF | 100,00% | 100,00% |
12/09/2024 | 0,81% | 98,14 % | 98,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 776 CHF | 247 776 CHF | 100,00% | 100,00% |
11/09/2024 | 0,81% | 97,83 % | 98,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 462 CHF | 247 462 CHF | 99,78% | 99,78% |
10/09/2024 | 0,82% | 97,38 % | 98,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 667 CHF | 245 667 CHF | 100,00% | 100,00% |