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 | 0,31% | 101,10 % | 101,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 670 CHF | 508 220 CHF | 100,00% | 100,00% |
25/09/2024 | 0,31% | 101,30 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 149 CHF | 507 695 CHF | 100,00% | 100,00% |
24/09/2024 | 0,31% | 101,30 % | 101,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 823 CHF | 507 373 CHF | 100,00% | 100,00% |
23/09/2024 | 0,31% | 101,40 % | 101,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 833 CHF | 508 383 CHF | 100,00% | 100,00% |
20/09/2024 | 0,31% | 101,00 % | 101,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 932 CHF | 506 482 CHF | 100,00% | 100,00% |
19/09/2024 | 0,31% | 100,80 % | 101,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 118 CHF | 506 666 CHF | 99,77% | 99,77% |
18/09/2024 | 0,31% | 100,90 % | 101,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 146 CHF | 506 695 CHF | 100,00% | 100,00% |
12/09/2024 | 0,31% | 100,10 % | 100,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 672 CHF | 500 222 CHF | 99,96% | 99,96% |
11/09/2024 | 0,31% | 99,30 % | 99,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 873 CHF | 500 423 CHF | 100,00% | 100,00% |
10/09/2024 | 0,31% | 100,10 % | 100,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 655 CHF | 502 205 CHF | 100,00% | 100,00% |