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 | 0,30% | 100,70 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 374 CHF | 504 874 CHF | 100,00% | 100,00% |
25/09/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 513 CHF | 504 013 CHF | 100,00% | 100,00% |
24/09/2024 | 0,30% | 100,10 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 817 CHF | 502 317 CHF | 100,00% | 100,00% |
23/09/2024 | 0,49% | 101,60 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 416 CHF | 509 916 CHF | 100,00% | 100,00% |
20/09/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 887 CHF | 507 387 CHF | 100,00% | 100,00% |
19/09/2024 | 0,30% | 100,80 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 671 CHF | 506 171 CHF | 99,76% | 99,76% |
18/09/2024 | 0,30% | 101,00 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 382 CHF | 506 882 CHF | 100,00% | 100,00% |
12/09/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 928 CHF | 508 428 CHF | 100,00% | 100,00% |
11/09/2024 | 0,30% | 101,40 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 975 CHF | 508 475 CHF | 100,00% | 100,00% |
10/09/2024 | 0,30% | 101,10 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 545 CHF | 508 045 CHF | 100,00% | 100,00% |