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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/10/2024 | 0.80% | 101.24 % | 102.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,388 CHF | 255,417 CHF | 100.00% | 100.00% |
29/10/2024 | 0.80% | 101.54 % | 102.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,018 CHF | 257,068 CHF | 99.30% | 99.30% |
28/10/2024 | 0.80% | 103.08 % | 103.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,400 CHF | 259,473 CHF | 100.00% | 100.00% |
25/10/2024 | 0.80% | 102.95 % | 103.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,931 CHF | 259,000 CHF | 100.00% | 100.00% |
24/10/2024 | 0.80% | 102.86 % | 103.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,625 CHF | 259,700 CHF | 99.99% | 99.99% |
23/10/2024 | 0.80% | 102.76 % | 103.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,765 CHF | 258,826 CHF | 100.00% | 100.00% |
22/10/2024 | 0.80% | 102.62 % | 103.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,279 CHF | 258,330 CHF | 99.98% | 99.98% |
21/10/2024 | 0.80% | 103.22 % | 104.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,172 CHF | 260,247 CHF | 97.82% | 97.82% |
18/10/2024 | 0.80% | 103.36 % | 104.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,843 CHF | 259,918 CHF | 99.99% | 99.99% |
17/10/2024 | 0.80% | 103.24 % | 104.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,318 CHF | 259,388 CHF | 99.99% | 99.99% |