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 | 0,51% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 154 CHF | 495 654 CHF | 98,53% | 98,53% |
25/09/2024 | 0,51% | 98,25 % | 98,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 668 CHF | 492 168 CHF | 99,13% | 99,13% |
24/09/2024 | 0,51% | 97,30 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 695 CHF | 490 195 CHF | 99,17% | 99,17% |
23/09/2024 | 0,51% | 97,20 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 289 CHF | 488 789 CHF | 99,17% | 99,17% |
20/09/2024 | 0,51% | 96,65 % | 97,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 426 CHF | 487 926 CHF | 99,38% | 99,38% |
19/09/2024 | 0,51% | 97,95 % | 98,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 970 CHF | 492 470 CHF | 99,16% | 99,16% |
18/09/2024 | 0,51% | 97,40 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 338 CHF | 491 838 CHF | 99,17% | 99,17% |
12/09/2024 | 0,51% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 141 CHF | 490 641 CHF | 99,17% | 99,17% |
11/09/2024 | 0,51% | 97,55 % | 98,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 127 CHF | 489 627 CHF | 99,17% | 99,17% |
10/09/2024 | 0,51% | 97,65 % | 98,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 874 CHF | 492 374 CHF | 98,64% | 98,64% |