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 | 1.01% | 98.80 % | 99.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,800 CHF | 99,800 CHF | 99.23% | 99.23% |
24/09/2024 | 1.21% | 98.70 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,700 CHF | 99,900 CHF | 100.00% | 100.00% |
23/09/2024 | - | 98.70 % | - % | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
20/09/2024 | - | 98.70 % | - % | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.83% |
19/09/2024 | - | 98.70 % | - % | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.17% |
18/09/2024 | - | 98.70 % | - % | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/09/2024 | - | 96.80 % | - % | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11/09/2024 | - | 96.40 % | - % | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
10/09/2024 | - | 95.40 % | - % | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 94.81% |
09/09/2024 | 0.99% | 100.30 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,500 CHF | 101,500 CHF | 0.60% | 100.00% |