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% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,118 CHF | 503,118 CHF | 100.00% | 100.00% |
24/09/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,716 CHF | 503,716 CHF | 100.00% | 100.00% |
23/09/2024 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,048 CHF | 497,048 CHF | 100.00% | 100.00% |
20/09/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,311 CHF | 498,311 CHF | 100.00% | 100.00% |
19/09/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,730 CHF | 502,730 CHF | 99.76% | 99.76% |
18/09/2024 | 1.01% | 98.60 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,140 CHF | 499,140 CHF | 100.00% | 100.00% |
12/09/2024 | 1.01% | 98.40 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,609 CHF | 497,609 CHF | 100.00% | 100.00% |
11/09/2024 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,833 CHF | 498,833 CHF | 100.00% | 100.00% |
10/09/2024 | 0.80% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,023 CHF | 499,023 CHF | 100.00% | 100.00% |
09/09/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,854 CHF | 498,854 CHF | 100.00% | 100.00% |