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% | 93,35 % | 93,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 590 CHF | 464 840 CHF | 98,53% | 98,53% |
25/09/2024 | 0,49% | 90,90 % | 91,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 687 CHF | 455 937 CHF | 99,13% | 99,13% |
24/09/2024 | 0,50% | 89,40 % | 89,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 813 CHF | 453 063 CHF | 99,17% | 99,17% |
23/09/2024 | 0,50% | 89,65 % | 90,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 456 CHF | 450 706 CHF | 99,17% | 99,17% |
20/09/2024 | 0,49% | 90,05 % | 90,50 % | 500 000 | 500 000 | 500 000 | 499 954 | 455 888 CHF | 458 096 CHF | 99,38% | 99,38% |
19/09/2024 | 0,49% | 91,85 % | 92,30 % | 500 000 | 500 000 | 500 000 | 499 977 | 462 238 CHF | 464 467 CHF | 99,16% | 99,16% |
18/09/2024 | 0,49% | 91,50 % | 91,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 146 CHF | 462 396 CHF | 99,17% | 99,17% |
12/09/2024 | 0,49% | 92,05 % | 92,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 815 CHF | 463 065 CHF | 99,17% | 99,17% |
11/09/2024 | 0,49% | 91,90 % | 92,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 690 CHF | 464 940 CHF | 99,17% | 99,17% |
10/09/2024 | 0,48% | 92,20 % | 92,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 651 CHF | 467 901 CHF | 98,63% | 98,63% |