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 | 0,81% | 98,71 % | 99,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 923 CHF | 248 923 CHF | 100,00% | 100,00% |
25/09/2024 | 0,80% | 100,75 % | 101,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 032 CHF | 254 057 CHF | 100,00% | 100,00% |
24/09/2024 | 0,80% | 100,78 % | 101,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 530 CHF | 254 555 CHF | 100,00% | 100,00% |
23/09/2024 | 0,80% | 100,58 % | 101,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 152 CHF | 254 177 CHF | 100,00% | 100,00% |
20/09/2024 | 0,80% | 101,44 % | 102,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 674 CHF | 255 709 CHF | 100,00% | 100,00% |
19/09/2024 | 0,80% | 101,53 % | 102,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 890 CHF | 255 936 CHF | 100,00% | 100,00% |
18/09/2024 | 0,80% | 101,23 % | 102,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 983 CHF | 255 008 CHF | 100,00% | 100,00% |
12/09/2024 | 0,80% | 99,81 % | 100,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 597 CHF | 251 597 CHF | 99,99% | 99,99% |
11/09/2024 | 0,80% | 99,24 % | 100,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 556 CHF | 250 556 CHF | 99,85% | 99,85% |
10/09/2024 | 0,82% | 96,99 % | 97,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 606 CHF | 245 606 CHF | 100,00% | 100,00% |