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 | 0.80% | 100.85 % | 101.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,175 CHF | 254,200 CHF | 100.00% | 100.00% |
24/09/2024 | 0.80% | 100.71 % | 101.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,916 CHF | 253,941 CHF | 99.90% | 99.90% |
23/09/2024 | 0.80% | 100.60 % | 101.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,377 CHF | 253,402 CHF | 100.00% | 100.00% |
20/09/2024 | 0.80% | 100.58 % | 101.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,621 CHF | 253,646 CHF | 100.00% | 100.00% |
19/09/2024 | 0.80% | 100.67 % | 101.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,627 CHF | 253,652 CHF | 100.00% | 100.00% |
18/09/2024 | 0.80% | 100.29 % | 101.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,737 CHF | 252,759 CHF | 100.00% | 100.00% |
12/09/2024 | 0.80% | 99.73 % | 100.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,407 CHF | 251,407 CHF | 100.00% | 100.00% |
11/09/2024 | 0.80% | 99.54 % | 100.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,717 CHF | 250,717 CHF | 100.00% | 100.00% |
10/09/2024 | 0.80% | 99.35 % | 100.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,907 CHF | 250,907 CHF | 100.00% | 100.00% |
09/09/2024 | 0.80% | 99.53 % | 100.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,865 CHF | 250,865 CHF | 100.00% | 100.00% |