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 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,881 CHF | 489,381 CHF | 99.17% | 99.17% |
25/09/2024 | 0.52% | 95.35 % | 95.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,672 CHF | 479,172 CHF | 99.36% | 99.36% |
24/09/2024 | 0.52% | 95.05 % | 95.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,835 CHF | 480,335 CHF | 98.94% | 98.94% |
23/09/2024 | 0.52% | 95.30 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,695 CHF | 480,195 CHF | 98.78% | 98.78% |
20/09/2024 | 0.51% | 96.75 % | 97.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,522 CHF | 488,022 CHF | 99.37% | 99.37% |
19/09/2024 | 0.51% | 97.65 % | 98.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,116 CHF | 488,616 CHF | 99.38% | 99.38% |
18/09/2024 | 0.51% | 95.05 % | 95.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,311 CHF | 476,722 CHF | 99.38% | 99.38% |
12/09/2024 | 0.52% | 96.50 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,979 CHF | 486,479 CHF | 99.16% | 99.16% |
11/09/2024 | 0.52% | 95.95 % | 96.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,005 CHF | 485,505 CHF | 99.38% | 99.38% |
10/09/2024 | 0.52% | 95.90 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,429 CHF | 482,929 CHF | 98.10% | 98.10% |