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 | 0,49% | 101,05 % | 101,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 275 CHF | 507 775 CHF | 99,16% | 99,16% |
25/09/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 999 CHF | 507 499 CHF | 99,35% | 99,35% |
24/09/2024 | 0,49% | 100,85 % | 101,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 288 CHF | 506 788 CHF | 98,94% | 98,94% |
23/09/2024 | 0,50% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 535 CHF | 506 035 CHF | 98,78% | 98,78% |
20/09/2024 | 0,50% | 100,55 % | 101,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 955 CHF | 505 455 CHF | 99,38% | 99,38% |
19/09/2024 | 0,50% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 416 CHF | 505 916 CHF | 99,38% | 99,38% |
18/09/2024 | 0,50% | 100,55 % | 101,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 844 CHF | 505 344 CHF | 99,37% | 99,37% |
12/09/2024 | 0,50% | 100,55 % | 101,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 288 CHF | 504 788 CHF | 99,16% | 99,16% |
11/09/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 059 CHF | 504 559 CHF | 99,38% | 99,38% |
10/09/2024 | 0,50% | 100,25 % | 100,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 216 CHF | 504 716 CHF | 98,10% | 98,10% |