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 | 0,81% | 98,44 % | 99,24 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 512 CHF | 99 312 CHF | 66,84% | 66,84% |
25/09/2024 | 0,85% | 94,58 % | 95,38 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 166 CHF | 94 966 CHF | 99,16% | 99,16% |
24/09/2024 | 0,84% | 94,40 % | 95,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 643 CHF | 95 443 CHF | 99,69% | 99,69% |
23/09/2024 | 0,84% | 94,87 % | 95,67 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 046 CHF | 95 846 CHF | 100,00% | 100,00% |
20/09/2024 | 0,84% | 94,66 % | 95,46 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 916 CHF | 95 716 CHF | 99,90% | 99,90% |
19/09/2024 | 0,84% | 96,18 % | 96,98 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 324 CHF | 96 124 CHF | 100,00% | 100,00% |
18/09/2024 | 0,85% | 93,46 % | 94,26 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 106 CHF | 94 906 CHF | 100,00% | 100,00% |
12/09/2024 | 0,85% | 94,05 % | 94,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 104 CHF | 94 904 CHF | 16,29% | 16,29% |
11/09/2024 | 0,85% | 93,07 % | 93,87 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 217 CHF | 94 017 CHF | 100,00% | 100,00% |
10/09/2024 | 0,85% | 92,83 % | 93,63 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 316 CHF | 94 116 CHF | 100,00% | 100,00% |