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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/09/2024 | 0.46% | 109.50 % | 110.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,500 CHF | 550,000 CHF | 99.16% | 99.16% |
24/09/2024 | 0.46% | 109.50 % | 110.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,500 CHF | 550,000 CHF | 99.70% | 99.70% |
23/09/2024 | 0.46% | 109.49 % | 109.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,450 CHF | 549,950 CHF | 100.00% | 100.00% |
20/09/2024 | 0.46% | 109.49 % | 109.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,450 CHF | 549,950 CHF | 99.90% | 99.90% |
19/09/2024 | 0.46% | 109.48 % | 109.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,400 CHF | 549,900 CHF | 100.00% | 100.00% |
18/09/2024 | 0.46% | 109.47 % | 109.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,350 CHF | 549,850 CHF | 100.00% | 100.00% |
12/09/2024 | 0.46% | 109.45 % | 109.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,250 CHF | 549,750 CHF | 99.94% | 99.94% |
11/09/2024 | 0.46% | 109.44 % | 109.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,200 CHF | 549,700 CHF | 100.00% | 100.00% |
10/09/2024 | 0.46% | 109.44 % | 109.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,200 CHF | 549,700 CHF | 100.00% | 100.00% |
09/09/2024 | 0.46% | 109.43 % | 109.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,160 CHF | 549,660 CHF | 100.00% | 100.00% |