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% | 103,79 % | 104,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 094 CHF | 260 344 CHF | 87,27% | 87,27% |
25/09/2024 | 0,49% | 102,58 % | 103,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 163 CHF | 257 413 CHF | 99,15% | 99,15% |
24/09/2024 | 0,49% | 102,17 % | 102,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 591 CHF | 256 841 CHF | 99,69% | 99,69% |
23/09/2024 | 0,50% | 100,90 % | 101,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 806 CHF | 253 056 CHF | 100,00% | 100,00% |
20/09/2024 | 0,50% | 100,63 % | 101,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 891 CHF | 253 141 CHF | 99,90% | 99,90% |
19/09/2024 | 0,49% | 101,63 % | 102,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 456 CHF | 255 706 CHF | 100,00% | 100,00% |
18/09/2024 | 0,49% | 100,84 % | 101,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 598 CHF | 253 848 CHF | 100,00% | 100,00% |
12/09/2024 | 0,49% | 100,67 % | 101,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 210 CHF | 253 460 CHF | 99,93% | 99,93% |
11/09/2024 | 0,50% | 100,59 % | 101,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 689 CHF | 252 939 CHF | 100,00% | 100,00% |
10/09/2024 | 0,50% | 100,46 % | 100,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 591 CHF | 252 841 CHF | 100,00% | 100,00% |