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% | 101,00 % | 102,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 578 CHF | 255 078 CHF | 87,27% | 87,27% |
25/09/2024 | 0,99% | 100,39 % | 101,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 056 CHF | 253 556 CHF | 99,16% | 99,16% |
24/09/2024 | 0,99% | 100,58 % | 101,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 575 CHF | 254 075 CHF | 99,71% | 99,71% |
23/09/2024 | 1,00% | 99,87 % | 100,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 103 CHF | 251 603 CHF | 100,00% | 100,00% |
20/09/2024 | 1,00% | 99,56 % | 100,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 064 CHF | 251 564 CHF | 99,90% | 99,90% |
19/09/2024 | 0,99% | 100,28 % | 101,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 327 CHF | 253 827 CHF | 100,00% | 100,00% |
18/09/2024 | 1,00% | 100,00 % | 101,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 995 CHF | 252 495 CHF | 100,00% | 100,00% |
12/09/2024 | 1,00% | 99,32 % | 100,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 416 CHF | 250 916 CHF | 99,92% | 99,92% |
11/09/2024 | 1,01% | 99,14 % | 100,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 077 CHF | 249 577 CHF | 100,00% | 100,00% |
10/09/2024 | 1,00% | 98,22 % | 99,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 794 CHF | 250 294 CHF | 100,00% | 100,00% |