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 | 0,48% | 104,35 % | 104,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 269 CHF | 525 769 CHF | 87,27% | 87,27% |
25/09/2024 | 0,48% | 104,07 % | 104,57 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 308 CHF | 522 808 CHF | 99,16% | 99,16% |
24/09/2024 | 0,48% | 104,11 % | 104,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 274 CHF | 522 774 CHF | 99,69% | 99,69% |
23/09/2024 | 0,48% | 103,94 % | 104,44 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 514 CHF | 522 014 CHF | 100,00% | 100,00% |
20/09/2024 | 0,48% | 103,74 % | 104,24 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 536 CHF | 522 036 CHF | 99,91% | 99,91% |
19/09/2024 | 0,48% | 103,91 % | 104,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 959 CHF | 521 459 CHF | 100,00% | 100,00% |
18/09/2024 | 0,48% | 103,49 % | 103,99 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 900 CHF | 519 400 CHF | 100,00% | 100,00% |
12/09/2024 | 0,48% | 102,93 % | 103,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 523 CHF | 518 023 CHF | 99,94% | 99,94% |
11/09/2024 | 0,49% | 102,52 % | 103,02 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 247 CHF | 514 747 CHF | 100,00% | 100,00% |
10/09/2024 | 0,49% | 102,26 % | 102,76 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 004 CHF | 513 504 CHF | 100,00% | 100,00% |