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 | 0,50% | 99,15 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 206 CHF | 498 706 CHF | 99,17% | 99,17% |
25/09/2024 | 0,50% | 99,15 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 849 CHF | 498 349 CHF | 99,34% | 99,34% |
24/09/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 139 CHF | 497 639 CHF | 98,94% | 98,94% |
23/09/2024 | 0,50% | 99,05 % | 99,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 217 CHF | 497 717 CHF | 98,78% | 98,78% |
20/09/2024 | 0,50% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 975 CHF | 496 475 CHF | 99,38% | 99,38% |
19/09/2024 | 0,50% | 98,90 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 495 CHF | 496 995 CHF | 99,38% | 99,38% |
18/09/2024 | 0,51% | 98,35 % | 98,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 114 CHF | 494 614 CHF | 99,37% | 99,37% |
12/09/2024 | 0,50% | 99,35 % | 99,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 902 CHF | 498 402 CHF | 99,16% | 99,16% |
11/09/2024 | 0,51% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 723 CHF | 496 223 CHF | 99,38% | 99,38% |
10/09/2024 | 0,51% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 546 CHF | 496 046 CHF | 98,10% | 98,10% |