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 | 0,70% | 99,20 % | 99,90 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 706 CHF | 149 756 CHF | 87,25% | 87,25% |
25/09/2024 | 0,71% | 98,73 % | 99,43 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 051 CHF | 149 101 CHF | 99,14% | 99,14% |
24/09/2024 | 0,71% | 98,57 % | 99,27 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 897 CHF | 148 947 CHF | 99,69% | 99,69% |
23/09/2024 | 0,71% | 98,43 % | 99,13 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 715 CHF | 148 765 CHF | 100,00% | 100,00% |
20/09/2024 | 0,71% | 98,31 % | 99,01 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 392 CHF | 148 442 CHF | 99,90% | 99,90% |
19/09/2024 | 0,71% | 98,40 % | 99,10 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 377 CHF | 148 427 CHF | 100,00% | 100,00% |
18/09/2024 | 0,71% | 97,80 % | 98,50 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 532 CHF | 147 582 CHF | 100,00% | 100,00% |
12/09/2024 | 0,72% | 97,23 % | 97,93 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 580 CHF | 146 630 CHF | 99,93% | 99,93% |
11/09/2024 | 0,73% | 95,87 % | 96,57 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 801 CHF | 144 851 CHF | 100,00% | 100,00% |
10/09/2024 | 0,73% | 95,83 % | 96,53 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 154 CHF | 145 204 CHF | 100,00% | 100,00% |