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 | 0.48% | 94.95 % | 95.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,815 CHF | 474,103 CHF | 99.38% | 99.38% |
24/09/2024 | 0.48% | 93.95 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,510 CHF | 472,760 CHF | 99.38% | 99.38% |
23/09/2024 | 0.48% | 93.20 % | 93.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,988 CHF | 469,238 CHF | 99.38% | 99.38% |
20/09/2024 | 0.48% | 93.55 % | 94.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,500 CHF | 470,750 CHF | 99.37% | 99.37% |
19/09/2024 | 0.52% | 95.90 % | 96.40 % | 500,000 | 500,000 | 499,968 | 500,000 | 476,512 CHF | 479,015 CHF | 99.37% | 99.37% |
18/09/2024 | 0.48% | 94.00 % | 94.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,829 CHF | 472,079 CHF | 99.37% | 99.37% |
12/09/2024 | 0.48% | 93.60 % | 94.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,549 CHF | 470,799 CHF | 99.30% | 99.30% |
11/09/2024 | 0.48% | 93.05 % | 93.50 % | 500,000 | 500,000 | 500,000 | 499,967 | 466,141 CHF | 468,360 CHF | 99.38% | 99.38% |
10/09/2024 | 0.48% | 92.85 % | 93.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,688 CHF | 466,938 CHF | 99.23% | 99.23% |
09/09/2024 | 0.48% | 92.10 % | 92.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,210 CHF | 465,460 CHF | 99.17% | 99.17% |