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 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'500 CHF | 505'000 CHF | 100.00% | 100.00% |
25.09.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'500 CHF | 505'000 CHF | 100.00% | 100.00% |
24.09.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'500 CHF | 505'000 CHF | 100.00% | 100.00% |
23.09.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 CHF | 505'500 CHF | 100.00% | 100.00% |
20.09.2024 | 0.30% | 100.80 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'000 CHF | 505'500 CHF | 100.00% | 100.00% |
19.09.2024 | 0.30% | 100.80 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'000 CHF | 505'500 CHF | 99.76% | 99.76% |
18.09.2024 | 0.30% | 100.80 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'000 CHF | 505'500 CHF | 100.00% | 100.00% |
12.09.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'500 CHF | 506'000 CHF | 99.96% | 99.96% |
11.09.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'500 CHF | 506'000 CHF | 100.00% | 100.00% |
10.09.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'500 CHF | 506'000 CHF | 100.00% | 100.00% |