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 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,040 CHF | 506,040 CHF | 100.00% | 100.00% |
16/10/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,222 CHF | 504,222 CHF | 100.00% | 100.00% |
15/10/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,294 CHF | 504,294 CHF | 100.00% | 100.00% |
14/10/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,987 CHF | 502,987 CHF | 100.00% | 100.00% |
11/10/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,551 CHF | 502,551 CHF | 100.00% | 100.00% |
10/10/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,331 CHF | 501,331 CHF | 100.00% | 100.00% |
09/10/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,989 CHF | 500,989 CHF | 99.67% | 99.67% |
08/10/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,691 CHF | 502,691 CHF | 100.00% | 100.00% |
07/10/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,838 CHF | 501,838 CHF | 100.00% | 100.00% |
04/10/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,388 CHF | 500,388 CHF | 100.00% | 100.00% |