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% | 102,96 % | 103,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 501 CHF | 259 576 CHF | 100,00% | 100,00% |
25/09/2024 | 0,80% | 102,68 % | 103,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 495 CHF | 258 545 CHF | 100,00% | 100,00% |
24/09/2024 | 0,80% | 102,45 % | 103,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 994 CHF | 258 044 CHF | 100,00% | 100,00% |
23/09/2024 | 0,80% | 102,27 % | 103,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 593 CHF | 257 643 CHF | 100,00% | 100,00% |
20/09/2024 | 0,80% | 102,11 % | 102,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 648 CHF | 257 698 CHF | 100,00% | 100,00% |
19/09/2024 | 0,80% | 102,40 % | 103,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 129 CHF | 258 179 CHF | 100,00% | 100,00% |
18/09/2024 | 0,80% | 102,23 % | 103,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 620 CHF | 257 670 CHF | 100,00% | 100,00% |
12/09/2024 | 0,80% | 102,22 % | 103,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 542 CHF | 257 592 CHF | 100,00% | 100,00% |
11/09/2024 | 0,80% | 102,03 % | 102,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 227 CHF | 257 277 CHF | 100,00% | 100,00% |
10/09/2024 | 0,80% | 101,96 % | 102,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 193 CHF | 257 243 CHF | 100,00% | 100,00% |