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 | 0,98% | 102,00 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 090 CHF | 515 090 CHF | 100,00% | 100,00% |
25/09/2024 | 0,97% | 102,00 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 372 CHF | 515 372 CHF | 100,00% | 100,00% |
24/09/2024 | 0,78% | 101,90 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 771 CHF | 513 771 CHF | 100,00% | 100,00% |
23/09/2024 | 0,78% | 101,70 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 218 CHF | 512 218 CHF | 100,00% | 100,00% |
20/09/2024 | 0,98% | 101,50 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 827 CHF | 512 827 CHF | 100,00% | 100,00% |
19/09/2024 | 0,98% | 101,70 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 413 CHF | 513 413 CHF | 99,77% | 99,77% |
18/09/2024 | 0,77% | 102,90 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 645 CHF | 518 645 CHF | 100,00% | 100,00% |
12/09/2024 | 0,78% | 102,60 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 128 CHF | 517 128 CHF | 100,00% | 100,00% |
11/09/2024 | 0,78% | 102,50 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 568 CHF | 516 568 CHF | 100,00% | 100,00% |
10/09/2024 | 0,97% | 102,40 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 793 CHF | 517 793 CHF | 100,00% | 100,00% |