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 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 426 CHF | 505 426 CHF | 100,00% | 100,00% |
25/09/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 765 CHF | 503 765 CHF | 100,00% | 100,00% |
24/09/2024 | 1,00% | 99,50 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 664 CHF | 502 664 CHF | 100,00% | 100,00% |
23/09/2024 | 1,00% | 99,50 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 212 CHF | 502 212 CHF | 100,00% | 100,00% |
20/09/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 850 CHF | 500 850 CHF | 100,00% | 100,00% |
19/09/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 256 CHF | 500 256 CHF | 99,76% | 99,76% |
18/09/2024 | 1,01% | 98,40 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 259 CHF | 497 259 CHF | 100,00% | 100,00% |
12/09/2024 | 1,01% | 98,30 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 059 CHF | 496 059 CHF | 100,00% | 100,00% |
11/09/2024 | 1,02% | 97,50 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 385 CHF | 492 385 CHF | 100,00% | 100,00% |
10/09/2024 | 0,82% | 97,40 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 590 CHF | 491 590 CHF | 100,00% | 100,00% |