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 | 0,98% | 101,80 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 241 CHF | 514 241 CHF | 100,00% | 100,00% |
25/09/2024 | 0,77% | 103,50 % | 104,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 556 CHF | 521 556 CHF | 100,00% | 100,00% |
24/09/2024 | 0,77% | 103,60 % | 104,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 018 CHF | 522 018 CHF | 100,00% | 100,00% |
23/09/2024 | 0,96% | 103,20 % | 104,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 858 CHF | 520 858 CHF | 100,00% | 100,00% |
20/09/2024 | 0,97% | 102,90 % | 103,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 804 CHF | 519 804 CHF | 100,00% | 100,00% |
19/09/2024 | 0,77% | 103,20 % | 104,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 138 CHF | 520 138 CHF | 99,76% | 99,76% |
18/09/2024 | 0,77% | 103,00 % | 103,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 432 CHF | 519 432 CHF | 100,00% | 100,00% |
12/09/2024 | 0,77% | 103,30 % | 104,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 027 CHF | 520 027 CHF | 100,00% | 100,00% |
11/09/2024 | 0,97% | 103,10 % | 104,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 046 CHF | 520 046 CHF | 100,00% | 100,00% |
10/09/2024 | 0,96% | 103,30 % | 104,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 954 CHF | 521 954 CHF | 100,00% | 100,00% |