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 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,757 CHF | 513,257 CHF | 99.38% | 99.38% |
16/10/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,129 CHF | 514,629 CHF | 99.38% | 99.38% |
15/10/2024 | 0.49% | 103.05 % | 103.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,365 CHF | 514,865 CHF | 99.37% | 99.37% |
14/10/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,989 CHF | 512,489 CHF | 99.37% | 99.37% |
11/10/2024 | 0.49% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,170 CHF | 512,670 CHF | 99.17% | 99.17% |
10/10/2024 | 0.49% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,584 CHF | 513,084 CHF | 99.17% | 99.17% |
09/10/2024 | 0.49% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,196 CHF | 513,696 CHF | 99.17% | 99.17% |
08/10/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,842 CHF | 509,342 CHF | 98.18% | 98.18% |
07/10/2024 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,758 CHF | 510,258 CHF | 99.17% | 99.17% |
04/10/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,328 CHF | 511,828 CHF | 99.37% | 99.37% |