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 | 0,20% | 100,90 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 625 CHF | 504 625 CHF | 100,00% | 100,00% |
25/09/2024 | 0,20% | 100,10 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 569 CHF | 501 569 CHF | 100,00% | 100,00% |
24/09/2024 | 0,20% | 100,10 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 053 CHF | 501 053 CHF | 100,00% | 100,00% |
23/09/2024 | 0,40% | 100,10 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 563 CHF | 501 563 CHF | 100,00% | 100,00% |
20/09/2024 | 0,20% | 100,00 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 688 CHF | 501 688 CHF | 100,00% | 100,00% |
19/09/2024 | 0,20% | 100,50 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 359 CHF | 502 359 CHF | 99,76% | 99,76% |
18/09/2024 | 0,20% | 99,80 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 201 CHF | 501 201 CHF | 100,00% | 100,00% |
12/09/2024 | 0,20% | 99,80 % | 100,00 % | 500 000 | 500 000 | 499 946 | 499 946 | 498 655 CHF | 499 655 CHF | 100,00% | 100,00% |
11/09/2024 | 0,20% | 99,60 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 368 CHF | 499 368 CHF | 100,00% | 100,00% |
10/09/2024 | 0,20% | 99,60 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 631 CHF | 497 631 CHF | 100,00% | 100,00% |