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 | 0,75% | 98,65 % | 99,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 764 CHF | 99 509 CHF | 98,69% | 98,69% |
25/09/2024 | 0,75% | 98,80 % | 99,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 525 CHF | 99 268 CHF | 97,61% | 97,61% |
24/09/2024 | 0,75% | 97,95 % | 98,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 906 CHF | 98 644 CHF | 100,00% | 100,00% |
23/09/2024 | 0,75% | 98,00 % | 98,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 942 CHF | 98 681 CHF | 99,04% | 99,04% |
20/09/2024 | 0,75% | 97,95 % | 98,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 045 CHF | 98 785 CHF | 89,34% | 89,34% |
19/09/2024 | 0,75% | 98,55 % | 99,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 449 CHF | 99 192 CHF | 99,35% | 99,35% |
18/09/2024 | 0,75% | 97,75 % | 98,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 697 CHF | 98 432 CHF | 96,94% | 96,94% |
12/09/2024 | 0,75% | 96,85 % | 97,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 108 CHF | 97 841 CHF | 87,41% | 87,41% |
11/09/2024 | 0,75% | 96,60 % | 97,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 817 CHF | 97 546 CHF | 93,21% | 93,21% |
10/09/2024 | 0,75% | 96,65 % | 97,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 593 CHF | 97 324 CHF | 98,52% | 98,52% |