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 | 0,99% | 100,90 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 468 CHF | 508 468 CHF | 100,00% | 100,00% |
25/09/2024 | 0,79% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 520 CHF | 505 520 CHF | 100,00% | 100,00% |
24/09/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 669 CHF | 506 669 CHF | 100,00% | 100,00% |
23/09/2024 | 1,00% | 99,70 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 711 CHF | 503 711 CHF | 100,00% | 100,00% |
20/09/2024 | 1,00% | 99,60 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 982 CHF | 503 982 CHF | 100,00% | 100,00% |
19/09/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 332 CHF | 505 332 CHF | 99,76% | 99,76% |
18/09/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 257 CHF | 503 257 CHF | 100,00% | 100,00% |
12/09/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 034 CHF | 497 034 CHF | 100,00% | 100,00% |
11/09/2024 | 1,01% | 98,50 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 399 CHF | 498 399 CHF | 100,00% | 100,00% |
10/09/2024 | 1,01% | 98,20 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 374 CHF | 498 374 CHF | 100,00% | 100,00% |