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 | 0,95% | 83,63 % | 84,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 339 CHF | 211 339 CHF | 99,98% | 99,98% |
25/09/2024 | 0,97% | 82,39 % | 83,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 661 CHF | 207 661 CHF | 100,00% | 100,00% |
24/09/2024 | 0,96% | 82,60 % | 83,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 855 CHF | 208 855 CHF | 100,00% | 100,00% |
23/09/2024 | 0,97% | 81,83 % | 82,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 204 352 CHF | 206 352 CHF | 99,89% | 99,89% |
20/09/2024 | 0,96% | 81,81 % | 82,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 546 CHF | 208 546 CHF | 100,00% | 100,00% |
19/09/2024 | 0,95% | 83,52 % | 84,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 748 CHF | 210 748 CHF | 100,00% | 100,00% |
18/09/2024 | 0,96% | 82,48 % | 83,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 446 CHF | 208 446 CHF | 100,00% | 100,00% |
12/09/2024 | 0,97% | 81,96 % | 82,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 957 CHF | 207 957 CHF | 100,00% | 100,00% |
11/09/2024 | 0,97% | 81,80 % | 82,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 004 CHF | 207 004 CHF | 99,82% | 99,82% |
10/09/2024 | 0,97% | 81,65 % | 82,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 206 049 CHF | 208 049 CHF | 100,00% | 100,00% |