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 | 1.06% | 93.90 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,917 CHF | 473,917 CHF | 100.00% | 100.00% |
24/09/2024 | 1.06% | 93.90 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,239 CHF | 475,239 CHF | 100.00% | 100.00% |
23/09/2024 | 0.87% | 93.40 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,332 CHF | 459,332 CHF | 100.00% | 100.00% |
20/09/2024 | 0.85% | 92.30 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,329 CHF | 472,329 CHF | 100.00% | 100.00% |
19/09/2024 | 1.05% | 94.30 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,134 CHF | 477,134 CHF | 99.76% | 99.76% |
18/09/2024 | 1.09% | 91.50 % | 92.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,292 CHF | 461,292 CHF | 100.00% | 100.00% |
12/09/2024 | 1.14% | 86.40 % | 87.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,840 CHF | 440,840 CHF | 99.99% | 99.99% |
11/09/2024 | 0.92% | 85.70 % | 86.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 431,186 CHF | 435,186 CHF | 99.91% | 99.91% |
10/09/2024 | 0.94% | 85.30 % | 86.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 422,987 CHF | 426,987 CHF | 100.00% | 100.00% |
09/09/2024 | 1.14% | 85.90 % | 86.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,877 CHF | 440,877 CHF | 100.00% | 100.00% |