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% | 99,88 % | 100,63 % | 200 000 | 198 000 | 200 029 | 198 497 | 199 494 CHF | 199 454 CHF | 99,99% | 99,99% |
25/09/2024 | 0,75% | 99,40 % | 100,15 % | 201 000 | 199 000 | 200 409 | 199 087 | 199 450 CHF | 199 629 CHF | 99,99% | 99,99% |
24/09/2024 | 0,75% | 99,60 % | 100,35 % | 200 000 | 199 000 | 199 642 | 198 407 | 199 348 CHF | 199 602 CHF | 99,98% | 99,98% |
23/09/2024 | 0,75% | 99,56 % | 100,31 % | 200 000 | 199 000 | 200 324 | 198 979 | 199 366 CHF | 199 519 CHF | 100,00% | 100,00% |
20/09/2024 | 0,75% | 99,16 % | 99,91 % | 201 000 | 200 000 | 201 086 | 199 922 | 199 379 CHF | 199 725 CHF | 99,99% | 99,99% |
19/09/2024 | 0,75% | 99,24 % | 99,99 % | 201 000 | 200 000 | 200 875 | 199 162 | 199 593 CHF | 199 384 CHF | 99,95% | 99,95% |
18/09/2024 | 0,75% | 98,90 % | 99,65 % | 202 000 | 200 000 | 202 895 | 201 418 | 199 487 CHF | 199 521 CHF | 99,96% | 99,96% |
12/09/2024 | 0,75% | 97,19 % | 97,92 % | 205 000 | 204 000 | 205 039 | 203 476 | 199 537 CHF | 199 501 CHF | 99,69% | 99,69% |
11/09/2024 | 0,75% | 97,19 % | 97,92 % | 205 000 | 204 000 | 205 493 | 204 063 | 199 421 CHF | 199 524 CHF | 100,00% | 100,00% |
10/09/2024 | 0,74% | 97,26 % | 97,99 % | 205 000 | 204 000 | 203 891 | 202 305 | 199 484 CHF | 199 409 CHF | 100,00% | 100,00% |