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 | 0,70% | 100,08 % | 100,78 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 094 CHF | 151 144 CHF | 87,25% | 87,25% |
25/09/2024 | 0,70% | 99,93 % | 100,63 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 820 CHF | 150 870 CHF | 99,16% | 99,16% |
24/09/2024 | 0,70% | 99,71 % | 100,41 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 510 CHF | 150 560 CHF | 99,71% | 99,71% |
23/09/2024 | 0,70% | 99,56 % | 100,26 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 346 CHF | 150 396 CHF | 100,00% | 100,00% |
20/09/2024 | 0,70% | 99,55 % | 100,25 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 533 CHF | 150 583 CHF | 99,91% | 99,91% |
19/09/2024 | 0,70% | 99,77 % | 100,47 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 540 CHF | 150 590 CHF | 100,00% | 100,00% |
18/09/2024 | 0,70% | 99,56 % | 100,26 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 404 CHF | 150 454 CHF | 100,00% | 100,00% |
12/09/2024 | 0,70% | 99,63 % | 100,33 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 446 CHF | 150 496 CHF | 99,93% | 99,93% |
11/09/2024 | 0,70% | 99,53 % | 100,23 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 283 CHF | 150 333 CHF | 100,00% | 100,00% |
10/09/2024 | 0,70% | 99,40 % | 100,10 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 959 CHF | 150 009 CHF | 100,00% | 100,00% |