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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/10/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,772 CHF | 505,272 CHF | 99.38% | 99.38% |
16/10/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,949 CHF | 505,449 CHF | 99.38% | 99.38% |
15/10/2024 | 0.49% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,955 CHF | 506,455 CHF | 99.37% | 99.37% |
14/10/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,688 CHF | 507,188 CHF | 99.37% | 99.37% |
11/10/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,654 CHF | 507,154 CHF | 99.17% | 99.17% |
10/10/2024 | 0.49% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,200 CHF | 506,700 CHF | 99.17% | 99.17% |
09/10/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,387 CHF | 506,887 CHF | 99.17% | 99.17% |
08/10/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,532 CHF | 507,032 CHF | 98.18% | 98.18% |
07/10/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,432 CHF | 506,932 CHF | 99.17% | 99.17% |
04/10/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,719 CHF | 507,219 CHF | 99.36% | 99.36% |