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 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,880 CHF | 500,380 CHF | 99.38% | 99.38% |
24/09/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,122 CHF | 500,622 CHF | 99.38% | 99.38% |
23/09/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,417 CHF | 500,917 CHF | 99.38% | 99.38% |
20/09/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,517 CHF | 500,017 CHF | 99.37% | 99.37% |
19/09/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,323 CHF | 499,823 CHF | 99.37% | 99.37% |
18/09/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,443 CHF | 496,943 CHF | 99.38% | 99.38% |
12/09/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,366 CHF | 494,866 CHF | 99.30% | 99.30% |
11/09/2024 | 0.51% | 97.15 % | 97.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,979 CHF | 488,479 CHF | 99.38% | 99.38% |
10/09/2024 | 0.51% | 97.05 % | 97.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,159 CHF | 489,659 CHF | 99.23% | 99.23% |
09/09/2024 | 0.51% | 97.35 % | 97.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,218 CHF | 487,718 CHF | 99.17% | 99.17% |