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 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,029 CHF | 509,529 CHF | 99.13% | 99.13% |
24/09/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,898 CHF | 509,398 CHF | 99.17% | 99.17% |
23/09/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,265 CHF | 509,765 CHF | 99.17% | 99.17% |
20/09/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,320 CHF | 509,820 CHF | 99.38% | 99.38% |
19/09/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,387 CHF | 509,887 CHF | 99.16% | 99.16% |
18/09/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,706 CHF | 510,206 CHF | 99.17% | 99.17% |
12/09/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,132 CHF | 510,632 CHF | 99.17% | 99.17% |
11/09/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,137 CHF | 510,637 CHF | 99.17% | 99.17% |
10/09/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,381 CHF | 510,881 CHF | 98.63% | 98.63% |
09/09/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,007 CHF | 510,507 CHF | 99.17% | 99.17% |