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 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 963 CHF | 507 963 CHF | 100,00% | 100,00% |
25/09/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 009 CHF | 509 009 CHF | 100,00% | 100,00% |
24/09/2024 | 0,99% | 100,60 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 645 CHF | 507 645 CHF | 100,00% | 100,00% |
23/09/2024 | 0,99% | 100,10 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 540 CHF | 505 540 CHF | 100,00% | 100,00% |
20/09/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 084 CHF | 507 084 CHF | 100,00% | 100,00% |
19/09/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 303 CHF | 506 303 CHF | 99,77% | 99,77% |
18/09/2024 | 0,99% | 99,90 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 048 CHF | 505 048 CHF | 100,00% | 100,00% |
12/09/2024 | 0,99% | 100,00 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 175 CHF | 505 175 CHF | 100,00% | 100,00% |
11/09/2024 | 0,98% | 101,40 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 153 CHF | 512 153 CHF | 100,00% | 100,00% |
10/09/2024 | 0,78% | 101,60 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 398 CHF | 512 398 CHF | 100,00% | 100,00% |