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% | 99,37 % | 100,07 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 978 CHF | 150 028 CHF | 87,27% | 87,27% |
25/09/2024 | 0,70% | 99,29 % | 99,99 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 021 CHF | 150 071 CHF | 99,16% | 99,16% |
24/09/2024 | 0,70% | 99,05 % | 99,75 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 521 CHF | 149 571 CHF | 99,70% | 99,70% |
23/09/2024 | 0,71% | 98,79 % | 99,49 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 064 CHF | 149 114 CHF | 100,00% | 100,00% |
20/09/2024 | 0,71% | 98,67 % | 99,37 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 139 CHF | 149 189 CHF | 99,90% | 99,90% |
19/09/2024 | 0,71% | 98,69 % | 99,39 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 131 CHF | 149 181 CHF | 100,00% | 100,00% |
18/09/2024 | 0,71% | 98,33 % | 99,03 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 622 CHF | 148 672 CHF | 100,00% | 100,00% |
12/09/2024 | 0,71% | 98,16 % | 98,86 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 276 CHF | 148 326 CHF | 99,93% | 99,93% |
11/09/2024 | 0,71% | 97,96 % | 98,66 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 960 CHF | 148 010 CHF | 100,00% | 100,00% |
10/09/2024 | 0,71% | 97,87 % | 98,57 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 046 CHF | 148 096 CHF | 100,00% | 100,00% |