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 | 1,30% | 84,60 % | 85,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 420 956 CHF | 426 456 CHF | 100,00% | 100,00% |
25/09/2024 | 1,30% | 84,10 % | 85,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 421 127 CHF | 426 627 CHF | 100,00% | 100,00% |
24/09/2024 | 1,31% | 83,70 % | 84,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 417 380 CHF | 422 880 CHF | 100,00% | 100,00% |
23/09/2024 | 1,32% | 82,70 % | 83,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 414 063 CHF | 419 563 CHF | 100,00% | 100,00% |
20/09/2024 | 1,30% | 82,10 % | 83,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 419 305 CHF | 424 805 CHF | 100,00% | 100,00% |
19/09/2024 | 1,27% | 85,40 % | 86,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 429 595 CHF | 435 095 CHF | 99,76% | 99,76% |
18/09/2024 | 1,27% | 85,70 % | 86,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 430 225 CHF | 435 725 CHF | 100,00% | 100,00% |
12/09/2024 | 1,24% | 88,50 % | 89,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 441 506 CHF | 447 006 CHF | 100,00% | 100,00% |
11/09/2024 | 1,22% | 88,80 % | 89,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 254 CHF | 451 754 CHF | 100,00% | 100,00% |
10/09/2024 | 1,23% | 89,10 % | 90,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 986 CHF | 451 486 CHF | 100,00% | 100,00% |