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% | 103,89 % | 104,39 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 402 CHF | 521 902 CHF | 87,27% | 87,27% |
25/09/2024 | 0,48% | 103,94 % | 104,44 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 130 CHF | 522 630 CHF | 99,16% | 99,16% |
24/09/2024 | 0,48% | 104,14 % | 104,64 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 476 CHF | 522 976 CHF | 99,70% | 99,70% |
23/09/2024 | 0,48% | 104,05 % | 104,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 714 CHF | 523 214 CHF | 100,00% | 100,00% |
20/09/2024 | 0,48% | 104,05 % | 104,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 730 CHF | 523 230 CHF | 99,90% | 99,90% |
19/09/2024 | 0,48% | 104,13 % | 104,63 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 310 CHF | 522 810 CHF | 100,00% | 100,00% |
18/09/2024 | 0,48% | 103,89 % | 104,39 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 452 CHF | 521 952 CHF | 100,00% | 100,00% |
12/09/2024 | 0,48% | 103,85 % | 104,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 809 CHF | 522 309 CHF | 99,93% | 99,93% |
11/09/2024 | 0,48% | 104,09 % | 104,59 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 371 CHF | 522 871 CHF | 100,00% | 100,00% |
10/09/2024 | 0,48% | 104,11 % | 104,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 372 CHF | 522 872 CHF | 100,00% | 100,00% |