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% | 101,10 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 677 CHF | 509 677 CHF | 100,00% | 100,00% |
25/09/2024 | 0,79% | 101,10 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 981 CHF | 508 981 CHF | 100,00% | 100,00% |
24/09/2024 | 0,79% | 101,00 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 091 CHF | 509 091 CHF | 100,00% | 100,00% |
23/09/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 886 CHF | 507 886 CHF | 100,00% | 100,00% |
20/09/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 467 CHF | 507 467 CHF | 100,00% | 100,00% |
19/09/2024 | 0,79% | 101,10 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 432 CHF | 509 432 CHF | 99,76% | 99,76% |
18/09/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 661 CHF | 507 661 CHF | 100,00% | 100,00% |
12/09/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 895 CHF | 503 895 CHF | 100,00% | 100,00% |
11/09/2024 | 0,79% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 456 CHF | 505 456 CHF | 100,00% | 100,00% |
10/09/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 944 CHF | 505 944 CHF | 100,00% | 100,00% |