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% | 100,30 % | 100,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 073 CHF | 503 623 CHF | 100,00% | 100,00% |
25/09/2024 | 0,31% | 100,30 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 991 CHF | 503 538 CHF | 100,00% | 100,00% |
24/09/2024 | 0,31% | 100,40 % | 100,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 451 CHF | 503 001 CHF | 100,00% | 100,00% |
23/09/2024 | 0,31% | 100,30 % | 100,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 304 CHF | 502 854 CHF | 100,00% | 100,00% |
20/09/2024 | 0,31% | 99,90 % | 100,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 587 CHF | 502 137 CHF | 100,00% | 100,00% |
19/09/2024 | 0,31% | 100,10 % | 100,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 107 CHF | 502 655 CHF | 99,76% | 99,76% |
18/09/2024 | 0,31% | 99,50 % | 99,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 153 CHF | 499 702 CHF | 100,00% | 100,00% |
12/09/2024 | 0,31% | 100,60 % | 100,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 612 CHF | 504 162 CHF | 100,00% | 100,00% |
11/09/2024 | 0,31% | 100,00 % | 100,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 573 CHF | 502 123 CHF | 100,00% | 100,00% |
10/09/2024 | 0,31% | 100,00 % | 100,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 119 CHF | 501 669 CHF | 100,00% | 100,00% |