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 | 1,63% | 103,20 % | 104,00 % | 500 000 | 500 000 | 136 559 | 136 559 | 141 089 CHF | 142 496 CHF | 100,00% | 100,00% |
25/09/2024 | 1,83% | 102,60 % | 103,60 % | 500 000 | 500 000 | 136 977 | 136 977 | 140 470 CHF | 142 157 CHF | 100,00% | 100,00% |
24/09/2024 | 1,84% | 102,50 % | 103,50 % | 500 000 | 500 000 | 136 558 | 136 558 | 139 897 CHF | 141 577 CHF | 100,00% | 100,00% |
23/09/2024 | 1,49% | 102,30 % | 103,10 % | 500 000 | 500 000 | 148 218 | 148 218 | 151 207 CHF | 152 760 CHF | 100,00% | 100,00% |
20/09/2024 | 1,49% | 101,70 % | 102,50 % | 500 000 | 500 000 | 148 204 | 148 204 | 150 876 CHF | 152 428 CHF | 100,00% | 100,00% |
19/09/2024 | 1,69% | 101,40 % | 102,40 % | 500 000 | 500 000 | 150 027 | 150 027 | 152 137 CHF | 154 002 CHF | 98,19% | 98,19% |
18/09/2024 | 1,63% | 105,00 % | 106,00 % | 500 000 | 500 000 | 148 208 | 148 208 | 155 948 CHF | 157 797 CHF | 100,00% | 100,00% |
12/09/2024 | 1,67% | 102,70 % | 103,70 % | 500 000 | 500 000 | 148 200 | 148 200 | 152 517 CHF | 154 367 CHF | 100,00% | 100,00% |
11/09/2024 | 1,47% | 103,40 % | 104,20 % | 500 000 | 500 000 | 148 176 | 148 176 | 153 321 CHF | 154 874 CHF | 100,00% | 100,00% |
10/09/2024 | 1,60% | 103,90 % | 104,70 % | 500 000 | 500 000 | 138 317 | 138 317 | 143 758 CHF | 145 181 CHF | 100,00% | 100,00% |