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 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 169 CHF | 501 169 CHF | 100,00% | 100,00% |
25/09/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 750 CHF | 496 750 CHF | 100,00% | 100,00% |
24/09/2024 | 0,81% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 615 CHF | 496 615 CHF | 100,00% | 100,00% |
23/09/2024 | 0,81% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 499 686 | 491 219 CHF | 494 908 CHF | 100,00% | 100,00% |
20/09/2024 | 0,81% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 030 CHF | 495 030 CHF | 100,00% | 100,00% |
19/09/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 903 CHF | 495 903 CHF | 99,76% | 99,76% |
18/09/2024 | 0,81% | 97,80 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 836 CHF | 492 836 CHF | 100,00% | 100,00% |
12/09/2024 | 0,82% | 97,60 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 990 CHF | 491 990 CHF | 100,00% | 100,00% |
11/09/2024 | 0,82% | 97,00 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 171 CHF | 489 171 CHF | 100,00% | 100,00% |
10/09/2024 | 0,82% | 96,70 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 481 CHF | 488 481 CHF | 100,00% | 100,00% |