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 | 0,49% | 102,15 % | 102,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 237 CHF | 513 737 CHF | 99,16% | 99,16% |
25/09/2024 | 0,49% | 102,25 % | 102,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 456 CHF | 512 956 CHF | 99,34% | 99,34% |
24/09/2024 | 0,49% | 101,80 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 681 CHF | 511 181 CHF | 98,95% | 98,95% |
23/09/2024 | 0,49% | 101,60 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 571 CHF | 510 071 CHF | 98,78% | 98,78% |
20/09/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 452 CHF | 508 952 CHF | 99,37% | 99,37% |
19/09/2024 | 0,49% | 101,55 % | 102,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 462 CHF | 509 962 CHF | 99,38% | 99,38% |
18/09/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 476 CHF | 508 976 CHF | 99,38% | 99,38% |
12/09/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 416 CHF | 507 916 CHF | 99,16% | 99,16% |
11/09/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 866 CHF | 507 366 CHF | 99,37% | 99,37% |
10/09/2024 | 0,49% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 033 CHF | 507 533 CHF | 98,09% | 98,09% |