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 | 0,51% | 97,04 % | 97,54 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 111 CHF | 489 611 CHF | 87,27% | 87,27% |
25/09/2024 | 0,52% | 96,04 % | 96,54 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 097 CHF | 481 597 CHF | 99,15% | 99,15% |
24/09/2024 | 0,52% | 95,57 % | 96,07 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 197 CHF | 480 697 CHF | 99,69% | 99,69% |
23/09/2024 | 0,52% | 95,20 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 024 CHF | 479 524 CHF | 100,00% | 100,00% |
20/09/2024 | 0,51% | 96,84 % | 97,34 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 511 CHF | 491 011 CHF | 99,89% | 99,89% |
19/09/2024 | 0,51% | 98,41 % | 98,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 707 CHF | 493 207 CHF | 100,00% | 100,00% |
18/09/2024 | 0,51% | 96,86 % | 97,36 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 660 CHF | 487 160 CHF | 100,00% | 100,00% |
12/09/2024 | 0,51% | 96,65 % | 97,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 345 CHF | 486 845 CHF | 99,93% | 99,93% |
11/09/2024 | 0,52% | 95,17 % | 95,67 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 475 CHF | 478 975 CHF | 100,00% | 100,00% |
10/09/2024 | 0,53% | 93,98 % | 94,48 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 314 CHF | 473 814 CHF | 100,00% | 100,00% |