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 | 0,29% | 103,00 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 494 CHF | 515 994 CHF | 100,00% | 100,00% |
25/09/2024 | 0,29% | 102,50 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 723 CHF | 514 223 CHF | 100,00% | 100,00% |
24/09/2024 | 0,29% | 102,50 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 641 CHF | 514 141 CHF | 100,00% | 100,00% |
23/09/2024 | 0,29% | 102,50 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 036 CHF | 513 536 CHF | 100,00% | 100,00% |
20/09/2024 | 0,29% | 102,00 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 447 CHF | 511 947 CHF | 100,00% | 100,00% |
19/09/2024 | 0,29% | 102,40 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 857 CHF | 513 357 CHF | 99,76% | 99,76% |
18/09/2024 | 0,29% | 102,50 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 266 CHF | 513 766 CHF | 100,00% | 100,00% |
12/09/2024 | 0,30% | 100,80 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 145 CHF | 505 645 CHF | 99,96% | 99,96% |
11/09/2024 | 0,30% | 100,80 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 213 CHF | 505 713 CHF | 100,00% | 100,00% |
10/09/2024 | 0,30% | 100,90 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 695 CHF | 505 195 CHF | 100,00% | 100,00% |