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 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,902 CHF | 504,402 CHF | 100.00% | 100.00% |
24/09/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,379 CHF | 504,879 CHF | 100.00% | 100.00% |
23/09/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,926 CHF | 504,426 CHF | 100.00% | 100.00% |
20/09/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,428 CHF | 503,928 CHF | 100.00% | 100.00% |
19/09/2024 | 0.30% | 100.80 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,903 CHF | 504,403 CHF | 99.76% | 99.76% |
18/09/2024 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,865 CHF | 499,365 CHF | 100.00% | 100.00% |
12/09/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,431 CHF | 502,931 CHF | 100.00% | 100.00% |
11/09/2024 | 0.30% | 98.80 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,186 CHF | 495,686 CHF | 100.00% | 100.00% |
10/09/2024 | 0.30% | 98.70 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,259 CHF | 496,759 CHF | 100.00% | 100.00% |
09/09/2024 | 0.30% | 98.90 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,131 CHF | 494,631 CHF | 99.84% | 99.84% |