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 | 1,00% | 98,85 % | 99,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 940 CHF | 99 937 CHF | 99,47% | 99,47% |
25/09/2024 | 1,00% | 99,10 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 078 CHF | 100 075 CHF | 98,22% | 98,22% |
24/09/2024 | 1,01% | 99,10 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 160 CHF | 100 164 CHF | 96,28% | 96,28% |
23/09/2024 | 1,02% | 99,00 % | 100,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 089 CHF | 100 100 CHF | 98,54% | 98,54% |
20/09/2024 | 1,01% | 99,15 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 107 CHF | 100 111 CHF | 98,41% | 98,41% |
19/09/2024 | 1,01% | 99,10 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 902 CHF | 99 901 CHF | 99,32% | 99,32% |
18/09/2024 | 1,01% | 98,45 % | 99,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 364 CHF | 99 364 CHF | 98,47% | 98,47% |
12/09/2024 | 1,02% | 97,70 % | 98,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 498 CHF | 98 498 CHF | 83,28% | 83,28% |
11/09/2024 | 1,03% | 96,30 % | 97,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 481 CHF | 97 481 CHF | 97,18% | 97,18% |
10/09/2024 | 1,03% | 96,50 % | 97,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 505 CHF | 97 505 CHF | 90,78% | 90,78% |