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 | 0,83% | 95,66 % | 96,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 315 CHF | 241 315 CHF | 100,00% | 100,00% |
25/09/2024 | 0,84% | 94,45 % | 95,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 400 CHF | 238 400 CHF | 100,00% | 100,00% |
24/09/2024 | 0,84% | 94,49 % | 95,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 080 CHF | 239 080 CHF | 100,00% | 100,00% |
23/09/2024 | 0,84% | 93,84 % | 94,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 692 CHF | 237 692 CHF | 100,00% | 100,00% |
20/09/2024 | 0,84% | 95,14 % | 95,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 171 CHF | 240 171 CHF | 100,00% | 100,00% |
19/09/2024 | 0,84% | 95,32 % | 96,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 514 CHF | 240 514 CHF | 100,00% | 100,00% |
18/09/2024 | 0,84% | 94,92 % | 95,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 334 CHF | 239 334 CHF | 100,00% | 100,00% |
12/09/2024 | 0,86% | 92,87 % | 93,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 331 CHF | 234 331 CHF | 100,00% | 100,00% |
11/09/2024 | 0,84% | 94,87 % | 95,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 994 CHF | 239 994 CHF | 99,87% | 99,87% |
10/09/2024 | 0,86% | 91,65 % | 92,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 976 CHF | 232 976 CHF | 99,98% | 99,98% |