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% | 101.09 % | 101.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,656 CHF | 254,681 CHF | 100.00% | 100.00% |
24/09/2024 | 0.80% | 100.92 % | 101.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,400 CHF | 254,425 CHF | 100.00% | 100.00% |
23/09/2024 | 0.80% | 100.87 % | 101.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,125 CHF | 254,150 CHF | 100.00% | 100.00% |
20/09/2024 | 0.80% | 100.73 % | 101.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,002 CHF | 254,027 CHF | 100.00% | 100.00% |
19/09/2024 | 0.80% | 100.86 % | 101.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,168 CHF | 254,193 CHF | 100.00% | 100.00% |
18/09/2024 | 0.80% | 100.71 % | 101.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,728 CHF | 253,753 CHF | 100.00% | 100.00% |
12/09/2024 | 0.80% | 100.43 % | 101.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,089 CHF | 253,114 CHF | 100.00% | 100.00% |
11/09/2024 | 0.80% | 100.32 % | 101.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,741 CHF | 252,765 CHF | 100.00% | 100.00% |
10/09/2024 | 0.80% | 100.30 % | 101.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,879 CHF | 252,904 CHF | 100.00% | 100.00% |
09/09/2024 | 0.80% | 100.26 % | 101.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,632 CHF | 252,653 CHF | 100.00% | 100.00% |